91 citations · 585 across the 27 of their papers we have counts for
40 papers
Change point estimation for a stochastic heat equation
Markus Reiß, Claudia Strauch, Lukas Trottner
We study a change point model based on a stochastic partial differential equation (SPDE) corresponding to the heat equation governed by the weighted Laplacian $Δ_\vartheta = \nabla…
Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
Josef Janák, Markus Reiß
For the stochastic heat equation with multiplicative noise we consider the problem of estimating the diffusivity parameter in front of the Laplace operator. Based on local observat…
Estimation for the reaction term in semi-linear SPDEs under small diffusivity
Sascha Gaudlitz, Markus Reiß
We consider the estimation of a non-linear reaction term in the stochastic heat or more generally in a semi-linear stochastic partial differential equation (SPDE). Consistent infer…
Inference on the maximal rank of time-varying covariance matrices using high-frequency data
Markus Reiß, Lars Winkelmann
We study the rank of the instantaneous or spot covariance matrix of a multidimensional continuous semi-martingale . Given high-frequency observations , $i=0,…
Parameter Estimation in an SPDE Model for Cell Repolarisation
Randolf Altmeyer, Till Bretschneider, Josef Janák +1
As a concrete setting where stochastic partial differential equations (SPDEs) are able to model real phenomena, we propose a stochastic Meinhardt model for cell repolarisation and…
Nonparametric estimation for linear SPDEs from local measurements
Randolf Altmeyer, Markus Reiß
The coefficient function of the leading differential operator is estimated from observations of a linear stochastic partial differential equation (SPDE). The estimation is based on…