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