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math.ST2026
Nonparametric Diffusivity Estimation for the Stochastic Heat Equation from Noisy Observations
Gregor Pasemann, Markus ReiÃ
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…
math.ST2025
Information bounds for inference in stochastic evolution equations observed under noise
Gregor Pasemann, Markus ReiÃ
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…