Statistical inference for SPDEs: an overview

DOI10.1007/s11203-018-9177-9zbMath1394.60067arXiv1712.05445OpenAlexW2963029335MaRDI QIDQ1656846

Igor Cialenco

Publication date: 10 August 2018

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.05445

zbMATH Keywords

stochastic evolution equationsidentification problems for SPDEsparabolic SPDEstatistical inference for SPDEs

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solution of inverse problems involving ordinary differential equations (65L09)

Related Items (33)

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