Pathwise analysis and parameter estimation for the stochastic Burgers equation

DOI10.1016/j.bulsci.2021.102995zbMath1479.60119OpenAlexW3162529224MaRDI QIDQ2037506

Obayda Assaad, Ciprian A. Tudor

Publication date: 8 July 2021

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2021.102995

zbMATH Keywords

parameter estimationstochastic heat equationstrong consistencymultiple Wiener-Itô integrals\(p\)-variationstochastic Burgers equation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Heat equation (35K05) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (1)

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

Cites Work

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• The stochastic Burgers equation
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• The Malliavin Calculus and Related Topics
• Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by Space-Time White Noise
• Around thestochastic burgers equation
• THE STOCHASTIC BURGERS EQUATION: FINITE MOMENTS AND SMOOTHNESS OF THE DENSITY
• Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise
• Stochastic Burgers' equation on the real line: regularity and moment estimates
• Stochastic Burgers' equation

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