3 papers
math.PR2026
Exponential integrability of the solution to the stochastic Burgers equation driven by white noise
Francesco C. De Vecchi, Josef Janák, Enrico Priola
We study stochastic Burgers equation driven by a rough noise , where is the Laplacian in one dimension with Dirichlet boundary conditions, and .…
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.ST2024
Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
Josef Janák, Markus ReiÃ
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…