Hypothesis testing for stochastic PDEs driven by additive noise
From MaRDI portal
Publication:2253846
DOI10.1016/j.spa.2014.09.022zbMath1307.60092arXiv1308.1900MaRDI QIDQ2253846
Publication date: 13 February 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.1900
hypothesis testing; maximum likelihood estimator; stochastic PDEs; cumulant generating function; additive space-time white noise; stochastic fractional heat equation; large deviation type results
60F10: Large deviations
60H40: White noise theory
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
62M02: Markov processes: hypothesis testing
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