2 papers
math.PR2021
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…
math.ST2019
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…