2 papers
math.ST2025
Volatility change point detection for linear parabolic SPDEs
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We consider change point detection for the volatility in second order linear parabolic stochastic partial differential equations based on high frequency spatio-temporal data. We gi…
math.ST2025
Estimation for linear parabolic SPDEs in two space dimensions with unknown damping parameters
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We study parametric estimation for second order linear parabolic stochastic partial differential equations (SPDEs) in two space dimensions driven by two types of -Wiener process…