On generating fully discrete samples of the stochastic heat equation on an interval

10 January 2020

Papers citing "On generating fully discrete samples of the stochastic heat equation on an interval"

9 / 9 papers shown

Title
Small dispersion asymptotics for an SPDE in two space dimensions using triple increments Yozo Tonaki Yusuke Kaino Masayuki Uchida 77 1 0 05 Aug 2024
Parameter estimation for second-order SPDEs in multiple space dimensions Patrick Bossert 108 4 0 27 Oct 2023
Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments Yozo Tonaki Yusuke Kaino Masayuki Uchida 90 5 0 19 Apr 2023
Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities M. Bibinger Patrick Bossert 43 6 0 01 Jul 2022
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise Yozo Tonaki Yusuke Kaino Masayuki Uchida 58 7 0 21 Jun 2022
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data Yozo Tonaki Yusuke Kaino Masayuki Uchida 63 15 0 22 Jan 2022
Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations F. Hildebrandt Mathias Trabs 85 16 0 26 Feb 2021
Adaptive estimator for a parabolic linear SPDE with a small noise Yusuke Kaino Masayuki Uchida 35 10 0 12 Aug 2020
Parameter estimation for SPDEs based on discrete observations in time and space F. Hildebrandt Mathias Trabs 48 40 0 02 Oct 2019