Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements (Q6596199)
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scientific article; zbMATH DE number 7904797
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements |
scientific article; zbMATH DE number 7904797 |
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Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements (English)
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2 September 2024
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local measurements
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stochastic heat equation
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multiplicative noise
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drift estimation
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augmented MLE
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martingale representation theorem
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stable limit theorem
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