Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation
DOI10.1090/tpms/1145zbMath1470.60175OpenAlexW3204376385MaRDI QIDQ5153151
Kostiantyn Ralchenko, D. A. Avetisian
Publication date: 29 September 2021
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/1145
asymptotic normalityfractional Brownian motionstochastic partial differential equationstrong consistency
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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