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Modern Stochastics: Theory and Applications


Cited by 6
Estimation of the drift parameter for the fractional stochastic heat equation via power variation

Diffusivity Estimation for Activator–Inhibitor Models: Theory and Application to Intracellular Dynamics of the Actin Cytoskeleton
Gregor Pasemann, Sven Flemming, Sergio Alonso, Carsten Beta, Wilhelm Stannat
https://doi.org/10.1007/s00332-021-09714-4
Journal:  Journal of Nonlinear Science Volume 31, Issue 3 (2021)
Nonparametric calibration for stochastic reaction–diffusion equations based on discrete observations
Florian Hildebrandt, Mathias Trabs
https://doi.org/10.1016/j.spa.2023.04.019
Journal:  Stochastic Processes and their Applications Volume 162 (2023), p. 171
Parameter estimation for SPDEs based on discrete observations in time and space
Florian Hildebrandt, Mathias Trabs
https://doi.org/10.1214/21-EJS1848
Journal:  Electronic Journal of Statistics Volume 15, Issue 1 (2021)
Parameter estimation for semilinear SPDEs from local measurements
Randolf Altmeyer, Igor Cialenco, Gregor Pasemann
https://doi.org/10.3150/22-BEJ1531
Journal:  Bernoulli Volume 29, Issue 3 (2023)
Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise
Obayda Assaad, Julie Gamain, Ciprian A. Tudor
https://doi.org/10.1142/S0219493722400147
Journal:  Stochastics and Dynamics Volume 22, Issue 07 (2022)
Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach
Igor Cialenco, Hyun-Jung Kim, Gregor Pasemann
https://doi.org/10.1007/s40072-022-00285-3
Journal:  Stochastics and Partial Differential Equations: Analysis and Computations Volume 12, Issue 1 (2024), p. 326


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