A note on parameter estimation for discretely sampled SPDEs

DOI10.1142/S0219493720500161zbMath1451.60063arXiv1710.01649OpenAlexW2971239531WikidataQ127324258 ScholiaQ127324258MaRDI QIDQ5114813

Igor Cialenco, Yicong Huang

Publication date: 26 June 2020

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.01649

zbMATH Keywords

Malliavin calculusstochastic heat equation\(p\)-variationpower variationdiscrete samplinginverse problems for SPDEsstatistics for SPDEs

Mathematics Subject Classification ID

Navier-Stokes equations (35Q30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solution of inverse problems involving ordinary differential equations (65L09)

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