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Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation - MaRDI portal

Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation (Q6134373)

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scientific article; zbMATH DE number 7716667
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Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation
scientific article; zbMATH DE number 7716667

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    Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation (English)
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    25 July 2023
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    stochastic heat equation
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    fractional Brownian motion
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    fractional Laplacian
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    quadratic variation
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    drift parameter estimation
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