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math.ST2022
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We study parameter estimation for a linear parabolic second-order stochastic partial differential equation (SPDE) in two space dimensions with a small dispersion parameter using hi…
math.ST2022★ 1 cited
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We consider parameter estimation for a linear parabolic second-order stochastic partial differential equation (SPDE) in two space dimensions driven by two types -Wiener processe…