Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation
DOI10.1090/TPMS/1099zbMATH Open1454.60100OpenAlexW3047240863MaRDI QIDQ5117964FDOQ5117964
Authors: Mounir Zili, Eya Zougar 
Publication date: 26 August 2020
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/1099
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Cited In (9)
- On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity
- Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator
- Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise
- Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by Space-Time White Noise
- Estimation of the drift parameter for the fractional stochastic heat equation via power variation
- Fractional stochastic heat equation with piecewise constant coefficients
- Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation
- Title not available (Why is that?)
- Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise
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