Parameter estimation for semilinear SPDEs from local measurements

DOI10.3150/22-bej1531arXiv2004.14728OpenAlexW3021665799MaRDI QIDQ6103224

Gregor Pasemann, Randolf Altmeyer, Igor Cialenco

Publication date: 2 June 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.14728

zbMATH Keywords

stochastic partial differential equationscentral limit theoreminferenceoptimal regularitystochastic reaction-diffusiondrift estimationlocal measurementsviscosity estimationaugmented MLEsemilinear SPDEsstochastic Burgers

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) KdV equations (Korteweg-de Vries equations) (35Q53) Reaction-diffusion equations (35K57) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solution of inverse problems involving ordinary differential equations (65L09)

Related Items (1)

Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation

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