48 citations · 192 across the 16 of their papers we have counts for
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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…
math.ST2019
On central limit theorems for power variations of the solution to the stochastic heat equation
Markus Bibinger, Mathias Trabs
We consider the stochastic heat equation whose solution is observed discretely in space and time. An asymptotic analysis of power variations is presented including the proof of a c…