Výsledky vyhledávání - "Pasemann, Gregor"

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Nonparametric Diffusivity Estimation for the Stochastic Heat Equation from Noisy Observations

We estimate nonparametrically the spatially varying diffusivity of a stochastic heat equation from observations perturbed by additional noise. To that end, we employ a two-step localization procedure, more precisely, we combine local state estimates

Externí odkaz: http://arxiv.org/abs/2410.00677

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Stochastic Reaction-Diffusion Systems in Biophysics: Towards a Toolbox for Quantitative Model Evaluation

Autor: Pasemann, Gregor, Beta, Carsten, Stannat, Wilhelm

We develop a statistical toolbox for a quantitative model evaluation of stochastic reaction-diffusion systems modeling space-time evolution of biophysical quantities on the intracellular level. Starting from space-time data $X_N(t,x)$, as, e.g., prov

Externí odkaz: http://arxiv.org/abs/2307.06655

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

Autor: Cialenco, Igor, Kim, Hyun-Jung, Pasemann, Gregor

Motivated by problems from statistical analysis for discretely sampled SPDEs, first we derive central limit theorems for higher order finite differences applied to stochastic process with arbitrary finitely regular paths. These results are proved by

Externí odkaz: http://arxiv.org/abs/2103.04211

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Diffusivity Estimation for Activator-Inhibitor Models: Theory and Application to Intracellular Dynamics of the Actin Cytoskeleton

Autor: Pasemann, Gregor, Flemming, Sven, Alonso, Sergio, Beta, Carsten, Stannat, Wilhelm

Publikováno v: J Nonlinear Sci 31, 59 (2021)

A theory for diffusivity estimation for spatially extended activator-inhibitor dynamics modelling the evolution of intracellular signaling networks is developed in the mathematical framework of stochastic reaction-diffusion systems. In order to accou

Externí odkaz: http://arxiv.org/abs/2005.09421

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Parameter estimation for semilinear SPDEs from local measurements

Autor: Altmeyer, Randolf, Cialenco, Igor, Pasemann, Gregor

This work contributes to the limited literature on estimating the diffusivity or drift coefficient of nonlinear SPDEs driven by additive noise. Assuming that the solution is measured locally in space and over a finite time interval, we show that the

Externí odkaz: http://arxiv.org/abs/2004.14728

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Drift Estimation for Stochastic Reaction-Diffusion Systems

Autor: Pasemann, Gregor, Stannat, Wilhelm

Publikováno v: Electron. J. Stat. 14 (2020), no. 1, 547-579

A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part. Emphasis is put o

Externí odkaz: http://arxiv.org/abs/1904.04774

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