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math.ST2024
Small dispersion asymptotics for an SPDE in two space dimensions using triple increments
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We consider parametric estimation for a second order linear parabolic stochastic partial differential equation (SPDE) in two space dimensions driven by a -Wiener process with a…
math.ST2024★ 1 cited
Estimation for the damping factor of the driving process of an SPDE in two space dimensions
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We study parametric estimation for a second order linear parabolic stochastic partial differential equation (SPDE) in two space dimensions driven by a -Wiener process based on h…
math.ST2024
Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We consider parameter estimation of the reaction term for a second order linear parabolic stochastic partial differential equation in two space dimensions driven by a -Wiener pr…