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math.ST2023★ 1 cited
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…
math.ST2023
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…