Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation (Q5117964)
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scientific article; zbMATH DE number 7240131
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation |
scientific article; zbMATH DE number 7240131 |
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Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation (English)
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26 August 2020
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quartic and quadratic variations
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stochastic partial differential equations
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special functions
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estimation of parameters
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