4 papers · 1 filter
Parameter Estimation of the Stochastic Allen--Cahn Equation via variations
Simon Chony Acosta, Christian Olivera, Ciprian Tudor
This paper addresses statistical inference for stochastic partial differential equations. We study the stochastic Allen-Cahn equation driven by space-time white noise and analyze i…
Multidimensional Stein's method for asymptotic independence with invariant measures of diffusion
Ciprian A. Tudor, Jérémy Zurcher
We derive a multidimensional Stein's method for asymptotic independence in the case of a general target with a density, being invariant measure of a diffusion process. It allo…
Temporal quadratic and higher order variation for the nonlinear stochastic heat equation and applications to parameter estimation
Christian Olivera, C. Tudor
We consider the stochastic heat equation which includes a fractional power of the Laplacian of order and it is driven by a nonlinear space-time Gaussian white noise.…
On explosion time in stochastic differential equations driven by fractional Brownian motion
Johanna Garzon, Jorge A. Leon, Soledad Torres +2
In this article, we study the explosion time of the solution to autonomous stochastic differential equations driven by the fractional Brownian motion with Hurst parameter .…