research
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02/26/2021
Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations
Nonparametric estimation for semilinear SPDEs, namely stochastic reactio...
research
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01/10/2020
On generating fully discrete samples of the stochastic heat equation on an interval
Generalizing an idea of Davie and Gaines (2001), we present a method for...
research
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10/02/2019