Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations
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Publication:6115250
DOI10.1016/j.spa.2023.04.019zbMath1518.60028arXiv2102.13415MaRDI QIDQ6115250
Mathias Trabs, Florian Hildebrandt
Publication date: 12 July 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.13415
model selectioninfill asymptoticssemilinear stochastic partial differential equationsrealized quadratic variation
Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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