Bayesian estimations for diagonalizable bilinear SPDEs

DOI10.1016/j.spa.2019.03.020zbMath1447.60092arXiv1805.11747OpenAlexW2963013199WikidataQ128065854 ScholiaQ128065854MaRDI QIDQ2289814

Ziteng Cheng, Igor Cialenco, Ruoting Gong

Publication date: 24 January 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.11747

zbMATH Keywords

Bayesian statisticsmultiplicative noisestochastic evolution equationsBernstein-von Misesidentification 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 (2)

Drift estimation for discretely sampled SPDEs ⋮ Statistical analysis of some evolution equations driven by space-only noise

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