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math.ST2025
Parameter estimation from local measurements for a class of stochastic Burgers equations
Josef Janák, Enrico Priola
We deal with a class of semilinear SPDEs driven by space-time white noise that includes the one dimensional stochastic Burgers equation. Such equations can have nonlocal and quadra…
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…