Parameter estimation in hyperbolic linear SPDEs from multiple measurements

DOI10.1016/J.SPA.2025.104768MaRDI QIDQ6910585zbMATH OpenFDO

Authors Anton Tiepner, Eric Ziebell

Publication date 29 October 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2025.104768

zbMATH Keywords

central limit theoremhyperbolic linear stochastic PDElocal measurementsparameter estimationsecond-order stochastic Cauchy problem

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Central limit and other weak theorems (60F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Asymptotic properties of parametric estimators (62F12)

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