4 papers · 1 filter
Statistical inference for the stochastic wave equation based on discrete observations
Anton Tiepner, Mathias Trabs, Eric Ziebell
The wave speed of a stochastic wave equation driven by Riesz noise on the unbounded multidimensional spatial domain is estimated based on discrete measurements. Central limit theor…
Multivariate change estimation for a stochastic heat equation from local measurements
Anton Tiepner, Lukas Trottner
We study a stochastic heat equation with piecewise constant diffusivity having a jump at a hypersurface that splits the underlying space , into two disjo…
Parameter estimation in hyperbolic linear SPDEs from multiple measurements
Anton Tiepner, Eric Ziebell
The coefficients of elastic and dissipative operators in a linear hyperbolic SPDE are jointly estimated using multiple spatially localised measurements. As the resolution level of…
Nonparametric velocity estimation in stochastic convection-diffusion equations from multiple local measurements
Claudia Strauch, Anton Tiepner
We investigate pointwise estimation of the function-valued velocity field of a second-order linear SPDE. Based on multiple spatially localised measurements, we construct a weighted…