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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 9 of their papers we have counts for

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Showing 2019Show all

2 papers · 1 filter

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…

math.ST2019

Statistical Analysis of Some Evolution Equations Driven by Space-only Noise

Igor Cialenco, Hyun-Jung Kim, Sergey V. Lototsky

We study the statistical properties of stochastic evolution equations driven by space-only noise, either additive or multiplicative. While forward problems, such as existence, uniq…