Estimation for the damping factor of the driving process of an SPDE in two space dimensions

1 July 2024

Masayuki Uchida

Papers citing "Estimation for the damping factor of the driving process of an SPDE in two space dimensions"

2 / 2 papers shown

Title
Small dispersion asymptotics for an SPDE in two space dimensions using triple increments Yozo Tonaki Yusuke Kaino Masayuki Uchida 30 1 0 05 Aug 2024
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data Yozo Tonaki Yusuke Kaino Masayuki Uchida 29 15 0 22 Jan 2022