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math.ST2021
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…
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…