Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation

DOI10.15559/20-VMSTA162zbMath1457.60095OpenAlexW3088565062WikidataQ114052034 ScholiaQ114052034MaRDI QIDQ2218146

Diana Avetisian, Kostiantyn Ralchenko

Publication date: 14 January 2021

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

Full work available at URL: https://doi.org/10.15559/20-vmsta162

zbMATH Keywords

fractional Brownian motionstationary processstochastic partial differential equationstrong consistencyergodic process

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11)

Related Items (3)

Parameter estimation in mixed fractional stochastic heat equation ⋮ Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation ⋮ Averaging principle for a stochastic cable equation

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