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of 4
pro vyhledávání: '"Tiepner, Anton"'
Autor:
Tiepner, Anton, Trottner, Lukas
We study a stochastic heat equation with piecewise constant diffusivity $\theta$ having a jump at a hypersurface $\Gamma$ that splits the underlying space $[0,1]^d$, $d\geq2,$ into two disjoint sets $\Lambda_-\cup\Lambda_+.$ Based on multiple spatial
Externí odkaz:
http://arxiv.org/abs/2409.15059
Autor:
Tiepner, Anton, Ziebell, Eric
The coefficients of elastic and dissipative operators in a linear hyperbolic SPDE are jointly estimated using multiple spatially localised measurements. As the resolution level of the observations tends to zero, we establish the asymptotic normality
Externí odkaz:
http://arxiv.org/abs/2407.13461
Autor:
Strauch, Claudia, Tiepner, Anton
We investigate pointwise estimation of the function-valued velocity field of a second-order linear SPDE. Based on multiple spatially localised measurements, we construct a weighted augmented MLE and study its convergence properties as the spatial res
Externí odkaz:
http://arxiv.org/abs/2402.08353
The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of measurements is non
Externí odkaz:
http://arxiv.org/abs/2211.02496