Hypothesis testing for stochastic PDEs driven by additive noise

DOI10.1016/j.spa.2014.09.022zbMath1307.60092arXiv1308.1900MaRDI QIDQ2253846

Liaosha Xu, Igor Cialenco

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

zbMATH Keywords

hypothesis testing; maximum likelihood estimator; stochastic PDEs; cumulant generating function; additive space-time white noise; stochastic fractional heat equation; large deviation type results

Mathematics Subject Classification ID

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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