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20182026
most citedParametric estimation for a parabolic linear SPDE model based on sampled data

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math.ST2026

Small noise asymptotics for linear parabolic SPDEs in two space dimensions with unknown damping factors

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

We study parametric estimation for second order linear parabolic stochastic partial differential equations in two space dimensions with a small volatility parameter driven by a …