19 citations · 38 across the 6 of their papers we have counts for
4 papers · 1 filter
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…
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…