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most citedEstimation for the damping factor of the driving process of an SPDE in two space dimensions

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math.ST2026

Small noise asymptotics for linear parabolic SPDEs in two space dimensions with unknown damping factors

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

We study parametric estimation for second order linear parabolic stochastic partial differential equations in two space dimensions with a small volatility parameter driven by a …