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Modern Stochastics: Theory and Applications


Cited by 10
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)
Fractional stochastic heat equation with mixed operator and driven by fractional-type noise
Mounir Zili, Eya Zougar, Mohamed Rhaima
https://doi.org/10.3934/math.20241406
Journal  AIMS Mathematics Volume 9, Issue 10 (2024), p. 28970
Mixed fractional stochastic heat equation with additive fractional-colored noise
Eya Zougar
https://doi.org/10.1007/s13540-024-00317-w
Journal  Fractional Calculus and Applied Analysis Volume 27, Issue 6 (2024), p. 3051
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)
Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
https://doi.org/10.1007/s00184-024-00969-x
Journal  Metrika (2024)
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
Temporal quadratic and higher order variation for the nonlinear stochastic heat equation and applications to parameter estimation
Christian Olivera, Ciprian A. Tudor
https://doi.org/10.1007/s10231-025-01584-x
Journal  Annali di Matematica Pura ed Applicata (1923 -) (2025)


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