3 citations · 3 across the 2 of their papers we have counts for
2 papers
math.PR2020
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…
math.ST2019★ 3 cited
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…