Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
DOI10.1016/J.SPA.2024.104385zbMATH Open1546.60131MaRDI QIDQ6596199
Publication date: 2 September 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
stochastic heat equationmultiplicative noisestable limit theoremmartingale representation theoremdrift estimationlocal measurementsaugmented MLE
Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Heat equation (35K05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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