19 citations · 38 across the 6 of their papers we have counts for
7 papers
Information bounds for inference in stochastic evolution equations observed under noise
Gregor Pasemann, Markus Reiß
We consider statistics for stochastic evolution equations in Hilbert space with emphasis on stochastic partial differential equations (SPDEs). We observe a solution process under a…
Nonparametric Diffusivity Estimation for the Stochastic Heat Equation from Noisy Observations
Gregor Pasemann, Markus Reiß
We estimate nonparametrically the spatially varying diffusivity of a stochastic heat equation from observations perturbed by additional noise. To that end, we employ a two-step loc…
Stochastic Reaction-Diffusion Systems in Biophysics: Towards a Toolbox for Quantitative Model Evaluation
Gregor Pasemann, Carsten Beta, Wilhelm Stannat
We develop a statistical toolbox for a quantitative model evaluation of stochastic reaction-diffusion systems modeling space-time evolution of biophysical quantities on the intrace…
Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach
Igor Cialenco, Hyun-Jung Kim, Gregor Pasemann
Motivated by problems from statistical analysis for discretely sampled SPDEs, first we derive central limit theorems for higher order finite differences applied to stochastic proce…
Diffusivity Estimation for Activator-Inhibitor Models: Theory and Application to Intracellular Dynamics of the Actin Cytoskeleton
Gregor Pasemann, Sven Flemming, Sergio Alonso +2
A theory for diffusivity estimation for spatially extended activator-inhibitor dynamics modelling the evolution of intracellular signaling networks is developed in the mathematical…
Parameter estimation for semilinear SPDEs from local measurements
Randolf Altmeyer, Igor Cialenco, Gregor Pasemann
This work contributes to the limited literature on estimating the diffusivity or drift coefficient of nonlinear SPDEs driven by additive noise. Assuming that the solution is measur…
Drift Estimation for Stochastic Reaction-Diffusion Systems
Gregor Pasemann, Wilhelm Stannat
A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of gro…