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20202024
most citedOn a class of stochastic partial differential equations with multiple invariant measures

3 citations · 3 across the 5 of their papers we have counts for

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math.ST2022

A feasible central limit theorem for realised covariation of SPDEs in the context of functional data

Fred Espen Benth, Dennis Schroers, Almut E. D. Veraart

This article establishes an asymptotic theory for volatility estimation in an infinite-dimensional setting. We consider mild solutions of semilinear stochastic partial differential…