ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 2408.02224
23
1

Small dispersion asymptotics for an SPDE in two space dimensions using triple increments

5 August 2024
Yozo Tonaki
Yusuke Kaino
Masayuki Uchida
ArXivPDFHTML
Abstract

We consider parametric estimation for a second order linear parabolic stochastic partial differential equation (SPDE) in two space dimensions driven by a QQQ-Wiener process with a small noise based on high frequency spatio-temporal data. We first provide estimators of the diffusive and advective parameters in the SPDE using temporal and spatial increments. We then construct an estimator of the reaction parameter in the SPDE based on an approximate coordinate process. We also give simulation results of the proposed estimators.

View on arXiv
Comments on this paper