Parameter estimations for linear parabolic fractional SPDEs with jumps

DOI10.24193/SUBBMATH.2019.2.12zbMath1438.60088OpenAlexW2951240019MaRDI QIDQ5237939

Jens Lueddeckens, Wilfried Grecksch, Hannelore Breckner

Publication date: 25 October 2019

Published in: Studia Universitatis Babes-Bolyai Matematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.24193/subbmath.2019.2.12

zbMATH Keywords

parameter estimationSPDEcylindrical fractional Brownian motioncylindrical Poisson process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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