71 citations · 96 across the 9 of their papers we have counts for
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math.PR2008★ 1 cited
Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic Parabolic Equations with Additive Fractional Brownian Motion
Igor Cialenco, Sergey Lototsky, Jan Pospisil
A parameter estimation problem is considered for a diagonaliazable stochastic evolution equation using a finite number of the Fourier coefficients of the solution. The equation is…
math.PR2004★ 71 cited
Exact variations for stochastic heat equations driven by space--time white noise
Jan Pospisil, Roger Tribe
This paper calculates the exact quadratic variation in space and quartic variation in time for the solutions to a one dimensional stochastic heat equation driven by a multiplicativ…