2 papers
math.ST2026
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…
math.ST2025
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…