Estimation of the drift parameter for the fractional stochastic heat equation via power variation

DOI10.15559/19-VMSTA141zbMath1458.60043arXiv1912.07917MaRDI QIDQ2178923

Zeina Mahdi Khalil, Ciprian A. Tudor

Publication date: 12 May 2020

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.07917

zbMATH Keywords

fractional Brownian motionstochastic heat equationfractional Laplaciandrift parameter estimation\(q\) variation

Mathematics Subject Classification ID

Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Self-similar stochastic processes (60G18) Fractional partial differential equations (35R11)

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