Estimation for the reaction term in semi-linear SPDEs under small diffusivity

20 March 2022

Papers citing "Estimation for the reaction term in semi-linear SPDEs under small diffusivity"

10 / 10 papers shown

Title
Nonparametric Diffusivity Estimation for the Stochastic Heat Equation from Noisy Observations Gregor Pasemann Markus Reiß 50 1 0 01 Oct 2024
Convergence Rates for the Maximum A Posteriori Estimator in PDE-Regression Models with Random Design Maximilian Siebel 58 1 0 05 Sep 2024
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 in hyperbolic linear SPDEs from multiple measurements Anton Tiepner Eric Ziebell 143 0 0 18 Jul 2024
Estimation for the damping factor of the driving process of an SPDE in two space dimensions Yozo Tonaki Yusuke Kaino Masayuki Uchida 49 2 0 01 Jul 2024
Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions Yozo Tonaki Yusuke Kaino Masayuki Uchida 123 3 0 03 Apr 2024
Nonparametric velocity estimation in stochastic convection-diffusion equations from multiple local measurements Claudia Strauch Anton Tiepner 57 3 0 13 Feb 2024
Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity Sascha Gaudlitz 52 2 0 11 Jul 2023
Optimal parameter estimation for linear SPDEs from multiple measurements R. Altmeyer Anton Tiepner Martin Wahl 52 9 0 04 Nov 2022
Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations F. Hildebrandt Mathias Trabs 103 16 0 26 Feb 2021