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20172021
most citedHeat Equation With a Geometric Rough Path Potential in One Space Dimension: Existence and Regularity of Solution

3 citations · 4 across the 4 of their papers we have counts for

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math.PR2021

Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach

Igor Cialenco, Hyun-Jung Kim, Gregor Pasemann

Motivated by problems from statistical analysis for discretely sampled SPDEs, first we derive central limit theorems for higher order finite differences applied to stochastic proce…

math.PR2019★ 1 cited

Drift Estimation for Discretely Sampled SPDEs

Igor Cialenco, Francisco Delgado-Vences, Hyun-Jung Kim

The aim of this paper is to study the asymptotic properties of the maximum likelihood estimator (MLE) of the drift coefficient for fractional stochastic heat equation driven by an…