Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations

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

zbMATH Keywords

model selectioninfill asymptoticssemilinear stochastic partial differential equationsrealized quadratic variation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise

Cites Work

• Unnamed Item
• Unnamed Item
• Existence, uniqueness and asymptotic behaviour for fractional porous medium equations on bounded domains
• Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs
• Parameter estimation for the stochastically perturbed Navier-Stokes equations
• Quadratic variations for the fractional-colored stochastic heat equation
• Adaptive estimator for a parabolic linear SPDE with a small noise
• Parametric estimation for a parabolic linear SPDE model based on discrete observations
• Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs
• Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
• Statistical inference for stochastic parabolic equations: a spectral approach
• Regularity of the density for the stochastic heat equation
• Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
• On the abstract Cauchy problem of parabolic type in spaces of continuous functions
• Asymptotic statistical inference for a stochastic heat flow problem
• Malliavin calculus for white noise driven parabolic SPDEs
• Adaptive estimation in diffusion processes.
• Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency
• Statistical inference for SPDEs: an overview
• Adaptive estimation of mean and volatility functions in (auto-)regressive models.
• Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection
• Diffusivity estimation for activator-inhibitor models: theory and application to intracellular dynamics of the actin cytoskeleton
• Parameter estimation for SPDEs based on discrete observations in time and space
• A weak law of large numbers for realised covariation in a Hilbert space setting
• Estimation of the drift parameter for the fractional stochastic heat equation via power variation
• High-frequency analysis of parabolic stochastic PDEs
• Nonparametric estimation for linear SPDEs from local measurements
• Drift estimation for stochastic reaction-diffusion systems
• Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus
• Volatility estimation for stochastic PDEs using high-frequency observations
• Penalized nonparametric mean square estimation of the coefficients of diffusion processes
• Asymptotic Theory of Weakly Dependent Random Processes
• Interpolation Spaces Between Domains of Elliptic Operators and Spaces of Continuous Functions with Applications to Nonlinear Parabolic Equations
• Ten Lectures on Wavelets
• Ergodicity for stochastic reaction-diffusion systems with polynomial coefficients
• Ergodicity for Infinite Dimensional Systems
• A note on parameter estimation for discretely sampled SPDEs
• Stochastic Equations in Infinite Dimensions
• Parameter Estimation in an SPDE Model for Cell Repolarization

This page was built for publication: Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations