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20222026
most citedEstimation for the reaction term in semi-linear SPDEs under small diffusivity

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math.ST2025

Nonparametric Bayesian Inference for Stochastic Reaction-Diffusion Equations

Randolf Altmeyer, Sascha Gaudlitz

We consider the Bayesian nonparametric estimation of a nonlinear reaction function in a reaction-diffusion stochastic partial differential equation (SPDE). The likelihood is well-d…