Optimal parameter estimation for linear SPDEs from multiple measurements

4 November 2022

Papers citing "Optimal parameter estimation for linear SPDEs from multiple measurements"

7 / 7 papers shown

Title
Nonparametric Diffusivity Estimation for the Stochastic Heat Equation from Noisy Observations Gregor Pasemann Markus Reiß 45 1 0 01 Oct 2024
Multivariate change estimation for a stochastic heat equation from local measurements Anton Tiepner Lukas Trottner 111 1 0 23 Sep 2024
Parameter estimation in hyperbolic linear SPDEs from multiple measurements Anton Tiepner Eric Ziebell 138 0 0 18 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 49 3 0 13 Feb 2024
Change point estimation for a stochastic heat equation M. Reiß Claudia Strauch Lukas Trottner 105 4 0 20 Jul 2023
Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity Sascha Gaudlitz 52 0 0 11 Jul 2023