3 citations · 3 across the 3 of their papers we have counts for
4 papers
Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations
Florian Hildebrandt, Mathias Trabs
Nonparametric estimation for semilinear SPDEs, namely stochastic reaction-diffusion equations in one space dimension, is studied. We consider observations of the solution field on…
On generating fully discrete samples of the stochastic heat equation on an interval
Florian Hildebrandt
Generalizing an idea of Davie and Gaines (2001), we present a method for the simulation of fully discrete samples of the solution to the stochastic heat equation on an interval. We…
Parameter estimation for SPDEs based on discrete observations in time and space
Florian Hildebrandt, Mathias Trabs
Parameter estimation for a parabolic linear stochastic partial differential equation in one space dimension is studied observing the solution field on a discrete grid in a fixed bo…
Pinned diffusions and Markov bridges
Florian Hildebrandt, Sylvie Rœlly
In this article we consider a family of real-valued diffusion processes on the time interval indexed by their prescribed initial value and another point…