most citedEstimation of the drift parameter for the fractional stochastic heat equation via power variation

18 citations · 18 across the 1 of their papers we have counts for

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math.PR2019★ 18 cited

Estimation of the drift parameter for the fractional stochastic heat equation via power variation

Zeina Mahdi Khalil, Ciprian Tudor

We define power variation estimators for the drift parameter of the stochastic heat equation with the fractional Laplacian and an additive Gaussian noise which is white in time and…