Birnir, Björn; Bonilla, Luis; Carretero, Manuel; Terragni, Filippo The statistical theory of the angiogenesis equations. (English) Zbl 07797097 J. Nonlinear Sci. 34, No. 2, Paper No. 29, 27 p. (2024). MSC: 62Pxx 60H15 35R15 35R10 92C17 92C37 PDFBibTeX XMLCite \textit{B. Birnir} et al., J. Nonlinear Sci. 34, No. 2, Paper No. 29, 27 p. (2024; Zbl 07797097) Full Text: DOI arXiv OA License
Newton, Nigel J. A two-parameter family of non-parametric, deformed exponential manifolds. (English) Zbl 07789550 Inf. Geom. 7, Suppl. 1, 171-186 (2024). MSC: 46T05 46N30 60D05 60H15 62B10 62B11 93E11 PDFBibTeX XMLCite \textit{N. J. Newton}, Inf. Geom. 7, 171--186 (2024; Zbl 07789550) Full Text: DOI OA License
Nhangumbe, Clarinda; Sousa, Ercília Numerical solutions of an option pricing rainfall weather derivatives model. (English) Zbl 07784325 Comput. Math. Appl. 153, 43-55 (2024). MSC: 91G60 91G20 62P12 60H15 60H35 PDFBibTeX XMLCite \textit{C. Nhangumbe} and \textit{E. Sousa}, Comput. Math. Appl. 153, 43--55 (2024; Zbl 07784325) Full Text: DOI
Strauch, Claudia; Tiepner, Anton Nonparametric velocity estimation in stochastic convection-diffusion equations from multiple local measurements. arXiv:2402.08353 Preprint, arXiv:2402.08353 [math.ST] (2024). MSC: 60H15 62G05 62G08 BibTeX Cite \textit{C. Strauch} and \textit{A. Tiepner}, ``Nonparametric velocity estimation in stochastic convection-diffusion equations from multiple local measurements'', Preprint, arXiv:2402.08353 [math.ST] (2024) Full Text: arXiv OA License
Pasiouras, Alexandros M.; Burnetas, Apostolos N.; Yannacopoulos, Athanasios N. Bayesian inversion techniques for stochastic partial differential equations. (English) Zbl 07759645 J. Ind. Manag. Optim. 19, No. 12, 8558-8589 (2023). MSC: 60H35 60H15 91G30 62C10 60H50 65J22 91G60 PDFBibTeX XMLCite \textit{A. M. Pasiouras} et al., J. Ind. Manag. Optim. 19, No. 12, 8558--8589 (2023; Zbl 07759645) Full Text: DOI
Bibinger, Markus; Bossert, Patrick Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities. (English) Zbl 1516.60036 Jpn. J. Stat. Data Sci. 6, No. 1, 407-429 (2023). MSC: 60H15 62F12 62M99 PDFBibTeX XMLCite \textit{M. Bibinger} and \textit{P. Bossert}, Jpn. J. Stat. Data Sci. 6, No. 1, 407--429 (2023; Zbl 1516.60036) Full Text: DOI arXiv
Gamain, Julie; Tudor, Ciprian A. Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation. (English) Zbl 1515.60234 Jpn. J. Stat. Data Sci. 6, No. 1, 381-406 (2023). MSC: 60H15 62F10 62M40 35R60 PDFBibTeX XMLCite \textit{J. Gamain} and \textit{C. A. Tudor}, Jpn. J. Stat. Data Sci. 6, No. 1, 381--406 (2023; Zbl 1515.60234) Full Text: DOI
Hildebrandt, Florian; Trabs, Mathias Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations. (English) Zbl 1518.60028 Stochastic Processes Appl. 162, 171-217 (2023). MSC: 60F05 62G05 60H15 PDFBibTeX XMLCite \textit{F. Hildebrandt} and \textit{M. Trabs}, Stochastic Processes Appl. 162, 171--217 (2023; Zbl 1518.60028) Full Text: DOI arXiv
Avetisian, Diana; Ralchenko, Kostiantyn Parameter estimation in mixed fractional stochastic heat equation. (English) Zbl 1521.60021 Mod. Stoch., Theory Appl. 10, No. 2, 175-195 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G22 60H15 62F10 62F12 PDFBibTeX XMLCite \textit{D. Avetisian} and \textit{K. Ralchenko}, Mod. Stoch., Theory Appl. 10, No. 2, 175--195 (2023; Zbl 1521.60021) Full Text: DOI
Altmeyer, Randolf; Cialenco, Igor; Pasemann, Gregor Parameter estimation for semilinear SPDEs from local measurements. (English) Zbl 07691571 Bernoulli 29, No. 3, 2035-2061 (2023). MSC: 60H15 62M10 65L09 35Q53 35K57 35R60 60F05 PDFBibTeX XMLCite \textit{R. Altmeyer} et al., Bernoulli 29, No. 3, 2035--2061 (2023; Zbl 07691571) Full Text: DOI arXiv Link
Angwenyi, David Estimation of spatially varying parameters with application to hyperbolic SPDEs. (English) Zbl 1517.62005 J. Appl. Math. 2023, Article ID 7909668, 20 p. (2023). MSC: 62-08 62M99 60H15 PDFBibTeX XMLCite \textit{D. Angwenyi}, J. Appl. Math. 2023, Article ID 7909668, 20 p. (2023; Zbl 1517.62005) Full Text: DOI arXiv
Maama, Mohamed; Jasra, Ajay; Ombao, Hernando Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1502.62021 Stat. Comput. 33, No. 1, Paper No. 19, 9 p. (2023). MSC: 62-08 60H15 60G22 65C05 PDFBibTeX XMLCite \textit{M. Maama} et al., Stat. Comput. 33, No. 1, Paper No. 19, 9 p. (2023; Zbl 1502.62021) Full Text: DOI arXiv
Tudor, Ciprian A. Stochastic partial differential equations with additive Gaussian noise. Analysis and inference. (English) Zbl 1515.60020 Singapore: World Scientific (ISBN 978-981-12-6445-0/hbk; 978-981-12-6447-4/ebook). xi, 192 p. (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60-02 60G15 60G22 60H15 62F12 PDFBibTeX XMLCite \textit{C. A. Tudor}, Stochastic partial differential equations with additive Gaussian noise. Analysis and inference. Singapore: World Scientific (2023; Zbl 1515.60020) Full Text: DOI
Bossert, Patrick Parameter estimation for second-order SPDEs in multiple space dimensions. arXiv:2310.17828 Preprint, arXiv:2310.17828 [math.ST] (2023). MSC: 62F12 62M10 60H15 BibTeX Cite \textit{P. Bossert}, ``Parameter estimation for second-order SPDEs in multiple space dimensions'', Preprint, arXiv:2310.17828 [math.ST] (2023) Full Text: arXiv OA License
Reiß, Markus; Strauch, Claudia; Trottner, Lukas Change point estimation for a stochastic heat equation. arXiv:2307.10960 Preprint, arXiv:2307.10960 [math.ST] (2023). MSC: 60H15 62F12 60F05 BibTeX Cite \textit{M. Reiß} et al., ``Change point estimation for a stochastic heat equation'', Preprint, arXiv:2307.10960 [math.ST] (2023) Full Text: arXiv OA License
Gaudlitz, Sascha Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity. arXiv:2307.05457 Preprint, arXiv:2307.05457 [math.PR] (2023). MSC: 62G05 60H15 60F05 60H07 BibTeX Cite \textit{S. Gaudlitz}, ``Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity'', Preprint, arXiv:2307.05457 [math.PR] (2023) Full Text: arXiv OA License
Janák, Josef; Reiß, Markus Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements. arXiv:2303.00074 Preprint, arXiv:2303.00074 [math.ST] (2023). MSC: 60H15 60F05 62G05 35J15 BibTeX Cite \textit{J. Janák} and \textit{M. Reiß}, ``Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements'', Preprint, arXiv:2303.00074 [math.ST] (2023) Full Text: arXiv OA License
Assaad, Obayda; Gamain, Julie; Tudor, Ciprian A. Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise. (English) Zbl 1511.60093 Stoch. Dyn. 22, No. 7, Article ID 2240014, 25 p. (2022). MSC: 60H15 60G18 60H07 62M99 PDFBibTeX XMLCite \textit{O. Assaad} et al., Stoch. Dyn. 22, No. 7, Article ID 2240014, 25 p. (2022; Zbl 1511.60093) Full Text: DOI
Wang, Yu; Sun, Zeyu; Song, Dogyoon; Hero, Alfred Kronecker-structured covariance models for multiway data. (English) Zbl 1502.62063 Stat. Surv. 16, 238-270 (2022). MSC: 62H12 60H15 60H20 62J07 62J10 62P12 PDFBibTeX XMLCite \textit{Y. Wang} et al., Stat. Surv. 16, 238--270 (2022; Zbl 1502.62063) Full Text: DOI arXiv Link
Beeson, Ryne; Namachchivaya, Navaratnam S.; Perkowski, Nicolas Approximation of the filter equation for multiple timescale, correlated, nonlinear systems. (English) Zbl 1495.60027 SIAM J. Math. Anal. 54, No. 3, 3054-3090 (2022). MSC: 60G35 35K67 60H15 62H20 PDFBibTeX XMLCite \textit{R. Beeson} et al., SIAM J. Math. Anal. 54, No. 3, 3054--3090 (2022; Zbl 1495.60027) Full Text: DOI arXiv
Bishwal, Jaya P. N. Parameter estimation in stochastic volatility models. (English) Zbl 1493.62003 Cham: Springer (ISBN 978-3-031-03860-0/hbk; 978-3-031-03861-7/ebook). xxx, 613 p. (2022). MSC: 62-02 62P05 62M05 62M09 60G22 60H10 60H15 60H30 60J60 91-02 91B70 91G30 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Parameter estimation in stochastic volatility models. Cham: Springer (2022; Zbl 1493.62003) Full Text: DOI
Kříž, Pavel; Šnupárková, Jana Pathwise least-squares estimator for linear SPDEs with additive fractional noise. (English) Zbl 1493.62508 Electron. J. Stat. 16, No. 1, 1561-1594 (2022). MSC: 62M09 60H15 60G22 PDFBibTeX XMLCite \textit{P. Kříž} and \textit{J. Šnupárková}, Electron. J. Stat. 16, No. 1, 1561--1594 (2022; Zbl 1493.62508) Full Text: DOI arXiv Link
Altmeyer, Randolf; Bretschneider, Till; Janák, Josef; Reiß, Markus Parameter estimation in an SPDE model for cell repolarization. (English) Zbl 1523.35309 SIAM/ASA J. Uncertain. Quantif. 10, 179-199 (2022). MSC: 35R60 35K57 92C37 62M05 60H15 PDFBibTeX XMLCite \textit{R. Altmeyer} et al., SIAM/ASA J. Uncertain. Quantif. 10, 179--199 (2022; Zbl 1523.35309) Full Text: DOI arXiv
Sharrock, Louis; Kantas, Nikolas Joint online parameter estimation and optimal sensor placement for the partially observed stochastic advection-diffusion equation. (English) Zbl 1484.35423 SIAM/ASA J. Uncertain. Quantif. 10, 55-95 (2022). MSC: 35R60 35K57 60-08 60G35 60H15 62M20 93E12 93E20 PDFBibTeX XMLCite \textit{L. Sharrock} and \textit{N. Kantas}, SIAM/ASA J. Uncertain. Quantif. 10, 55--95 (2022; Zbl 1484.35423) Full Text: DOI arXiv
Song, Jian; Yao, Jianfeng; Yuan, Wangjun Recent advances on eigenvalues of matrix-valued stochastic processes. (English) Zbl 1480.60056 J. Multivariate Anal. 188, Article ID 104847, 24 p. (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F05 60G22 15A18 62H10 60H15 PDFBibTeX XMLCite \textit{J. Song} et al., J. Multivariate Anal. 188, Article ID 104847, 24 p. (2022; Zbl 1480.60056) Full Text: DOI arXiv
Cialenco, Igor; Kim, Hyun-Jung Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise. (English) Zbl 1486.60075 Stochastic Processes Appl. 143, 1-30 (2022). Reviewer: Romeo Negrea (Timişoara) MSC: 60H15 60H07 62M99 PDFBibTeX XMLCite \textit{I. Cialenco} and \textit{H.-J. Kim}, Stochastic Processes Appl. 143, 1--30 (2022; Zbl 1486.60075) Full Text: DOI arXiv
Altmeyer, Randolf; Tiepner, Anton; Wahl, Martin Optimal parameter estimation for linear SPDEs from multiple measurements. arXiv:2211.02496 Preprint, arXiv:2211.02496 [math.ST] (2022). MSC: 60H15 60F05 62F12 62F35 BibTeX Cite \textit{R. Altmeyer} et al., ``Optimal parameter estimation for linear SPDEs from multiple measurements'', Preprint, arXiv:2211.02496 [math.ST] (2022) Full Text: arXiv OA License
Cordoni, Francesco; Di Persio, Luca Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate. (English) Zbl 1499.91168 Ugolini, Stefania (ed.) et al., Geometry and invariance in stochastic dynamics. Selected papers based on the presentations at the the conference on random transformations and invariance in stochastic dynamics, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 378, 47-57 (2021). MSC: 91G60 60H15 62H30 91G30 PDFBibTeX XMLCite \textit{F. Cordoni} and \textit{L. Di Persio}, Springer Proc. Math. Stat. 378, 47--57 (2021; Zbl 1499.91168) Full Text: DOI
Bobkov, Sergey G.; Ledoux, Michel A simple Fourier analytic proof of the AKT optimal matching theorem. (English) Zbl 1482.60011 Ann. Appl. Probab. 31, No. 6, 2567-2584 (2021). MSC: 60D05 49Q22 62G30 60H15 58J35 49J55 PDFBibTeX XMLCite \textit{S. G. Bobkov} and \textit{M. Ledoux}, Ann. Appl. Probab. 31, No. 6, 2567--2584 (2021; Zbl 1482.60011) Full Text: DOI arXiv
Genon-Catalot, Valentine; Larédo, Catherine Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models. (English) Zbl 1482.60107 Electron. J. Stat. 15, No. 2, 5811-5854 (2021). MSC: 60J60 60H15 62F12 62M05 PDFBibTeX XMLCite \textit{V. Genon-Catalot} and \textit{C. Larédo}, Electron. J. Stat. 15, No. 2, 5811--5854 (2021; Zbl 1482.60107) Full Text: DOI Link
Chen, Xiaohui Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data. (English) Zbl 1479.60125 Electron. Commun. Probab. 26, Paper No. 45, 13 p. (2021). MSC: 60H15 62M05 PDFBibTeX XMLCite \textit{X. Chen}, Electron. Commun. Probab. 26, Paper No. 45, 13 p. (2021; Zbl 1479.60125) Full Text: DOI arXiv
Kaino, Yusuke; Uchida, Masayuki Adaptive estimator for a parabolic linear SPDE with a small noise. (English) Zbl 1477.62223 Jpn. J. Stat. Data Sci. 4, No. 1, 513-541 (2021). MSC: 62M05 60H15 62F12 PDFBibTeX XMLCite \textit{Y. Kaino} and \textit{M. Uchida}, Jpn. J. Stat. Data Sci. 4, No. 1, 513--541 (2021; Zbl 1477.62223) Full Text: DOI arXiv
Xiong, Meixin; Chen, Liuhong; Ming, Ju; Shin, Jaemin Accelerating the Bayesian inference of inverse problems by using data-driven compressive sensing method based on proper orthogonal decomposition. (English) Zbl 1484.65033 Electron. Res. Arch. 29, No. 5, 3383-3403 (2021). MSC: 65D15 65N21 62F15 60H15 PDFBibTeX XMLCite \textit{M. Xiong} et al., Electron. Res. Arch. 29, No. 5, 3383--3403 (2021; Zbl 1484.65033) Full Text: DOI
Amaziane, B.; Pankratov, L.; Piatnitski, A. Homogenization of immiscible compressible two-phase flow in random porous media. (English) Zbl 1477.35018 J. Differ. Equations 305, 206-223 (2021). MSC: 35B27 35K65 35R60 60H15 62M40 76M50 76S05 76T10 PDFBibTeX XMLCite \textit{B. Amaziane} et al., J. Differ. Equations 305, 206--223 (2021; Zbl 1477.35018) Full Text: DOI arXiv
Altmeyer, Randolf; Reiß, Markus Nonparametric estimation for linear SPDEs from local measurements. (English) Zbl 1476.60099 Ann. Appl. Probab. 31, No. 1, 1-38 (2021). MSC: 60H15 35J15 62G05 60G15 PDFBibTeX XMLCite \textit{R. Altmeyer} and \textit{M. Reiß}, Ann. Appl. Probab. 31, No. 1, 1--38 (2021; Zbl 1476.60099) Full Text: DOI arXiv Link
Bhattacharya, Kaushik; Hosseini, Bamdad; Kovachki, Nikola B.; Stuart, Andrew M. Model reduction and neural networks for parametric PDEs. (English) Zbl 1481.65260 SMAI J. Comput. Math. 7, 121-157 (2021). MSC: 65N75 62M45 68T07 60H30 60H15 35J15 35R60 PDFBibTeX XMLCite \textit{K. Bhattacharya} et al., SMAI J. Comput. Math. 7, 121--157 (2021; Zbl 1481.65260) Full Text: DOI arXiv
Hildebrandt, Florian; Trabs, Mathias Parameter estimation for SPDEs based on discrete observations in time and space. (English) Zbl 1471.62276 Electron. J. Stat. 15, No. 1, 2716-2776 (2021). MSC: 62F12 62M09 60H15 60F05 PDFBibTeX XMLCite \textit{F. Hildebrandt} and \textit{M. Trabs}, Electron. J. Stat. 15, No. 1, 2716--2776 (2021; Zbl 1471.62276) Full Text: DOI arXiv
Pasemann, Gregor; Flemming, Sven; Alonso, Sergio; Beta, Carsten; Stannat, Wilhelm Diffusivity estimation for activator-inhibitor models: theory and application to intracellular dynamics of the actin cytoskeleton. (English) Zbl 1469.60207 J. Nonlinear Sci. 31, No. 3, Paper No. 59, 34 p. (2021). MSC: 60H15 92C05 62F10 PDFBibTeX XMLCite \textit{G. Pasemann} et al., J. Nonlinear Sci. 31, No. 3, Paper No. 59, 34 p. (2021; Zbl 1469.60207) Full Text: DOI arXiv
Jammalamadaka, Sreenivasa Rao; Taufer, Emanuele; Terdik, György H. Asymptotic theory for statistics based on cumulant vectors with applications. (English) Zbl 1469.62259 Scand. J. Stat. 48, No. 2, 708-728 (2021). MSC: 62H10 62H12 60H15 PDFBibTeX XMLCite \textit{S. R. Jammalamadaka} et al., Scand. J. Stat. 48, No. 2, 708--728 (2021; Zbl 1469.62259) Full Text: DOI Link
Assaad, Obayda; Tudor, Ciprian A. Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space. (English) Zbl 1478.60120 ESAIM, Probab. Stat. 25, 220-257 (2021). MSC: 60G22 60H07 60H15 62F12 PDFBibTeX XMLCite \textit{O. Assaad} and \textit{C. A. Tudor}, ESAIM, Probab. Stat. 25, 220--257 (2021; Zbl 1478.60120) Full Text: DOI
Janák, Josef Parameter estimation for stochastic wave equation based on observation window. (English) Zbl 1467.62136 Acta Appl. Math. 172, Paper No. 2, 38 p. (2021). MSC: 62M05 62F10 93E10 60G35 60H15 PDFBibTeX XMLCite \textit{J. Janák}, Acta Appl. Math. 172, Paper No. 2, 38 p. (2021; Zbl 1467.62136) Full Text: DOI arXiv
Won, Yong Sul An \(L_2\)-approximation method for construction and smoothing estimates of Markov semigroups for interacting diffusion processes on a lattice. (English) Zbl 1520.47082 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 1, Article ID 2150004, 21 p. (2021). Reviewer: Heinrich Hering (Rockenberg) MSC: 47D07 60K35 37L65 62-02 60J60 60H10 60H15 26D10 22E30 35B40 35H10 37L55 46N50 PDFBibTeX XMLCite \textit{Y. S. Won}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 1, Article ID 2150004, 21 p. (2021; Zbl 1520.47082) Full Text: DOI
Castro-Camilo, Daniela; Mhalla, Linda; Opitz, Thomas Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures. (English) Zbl 1466.62422 Extremes 24, No. 1, 105-128 (2021). MSC: 62P12 62G32 62M30 60H15 86A05 PDFBibTeX XMLCite \textit{D. Castro-Camilo} et al., Extremes 24, No. 1, 105--128 (2021; Zbl 1466.62422) Full Text: DOI arXiv
Araya, Héctor; Tudor, Ciprian A. Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise. (English) Zbl 1461.62139 Stoch. Dyn. 21, No. 2, Article ID 2150010, 23 p. (2021). MSC: 62L12 60F05 60H15 60H40 35K05 PDFBibTeX XMLCite \textit{H. Araya} and \textit{C. A. Tudor}, Stoch. Dyn. 21, No. 2, Article ID 2150010, 23 p. (2021; Zbl 1461.62139) Full Text: DOI
Emzir, Muhammad; Lasanen, Sari; Purisha, Zenith; Roininen, Lassi; Särkkä, Simo Non-stationary multi-layered Gaussian priors for Bayesian inversion. (English) Zbl 1457.60097 Inverse Probl. 37, No. 1, Article ID 015002, 26 p. (2021). MSC: 60H15 62M99 PDFBibTeX XMLCite \textit{M. Emzir} et al., Inverse Probl. 37, No. 1, Article ID 015002, 26 p. (2021; Zbl 1457.60097) Full Text: DOI arXiv
Prakasa Rao, B. L. S. Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process. (English) Zbl 1458.62190 J. Stat. Theory Pract. 15, No. 1, Paper No. 7, 12 p. (2021). MSC: 62M09 60G22 60G51 60H15 62G07 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, J. Stat. Theory Pract. 15, No. 1, Paper No. 7, 12 p. (2021; Zbl 1458.62190) Full Text: DOI
Kaino, Yusuke; Uchida, Masayuki Parametric estimation for a parabolic linear SPDE model based on discrete observations. (English) Zbl 1455.62055 J. Stat. Plann. Inference 211, 190-220 (2021). MSC: 62F10 60H15 60J60 PDFBibTeX XMLCite \textit{Y. Kaino} and \textit{M. Uchida}, J. Stat. Plann. Inference 211, 190--220 (2021; Zbl 1455.62055) Full Text: DOI arXiv
Cialenco, Igor; Kim, Hyun-Jung; Pasemann, Gregor Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach. arXiv:2103.04211 Preprint, arXiv:2103.04211 [math.PR] (2021). MSC: 60F05 60H15 62M05 62G05 62F12 BibTeX Cite \textit{I. Cialenco} et al., ``Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach'', Preprint, arXiv:2103.04211 [math.PR] (2021) Full Text: arXiv OA License
Brown, Richard D.; Bardsley, Johnathan M.; Cui, Tiangang Semivariogram methods for modeling Whittle-Matérn priors in Bayesian inverse problems. (English) Zbl 1475.62120 Inverse Probl. 36, No. 5, Article ID 055006, 27 p. (2020). MSC: 62F15 62H35 60H15 65F22 PDFBibTeX XMLCite \textit{R. D. Brown} et al., Inverse Probl. 36, No. 5, Article ID 055006, 27 p. (2020; Zbl 1475.62120) Full Text: DOI arXiv
Hoang, Viet Ha; Quek, Jia Hao; Schwab, Christoph Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions. (English) Zbl 1491.65010 Inverse Probl. 36, No. 3, Article ID 035021, 46 p. (2020). MSC: 65C05 65N30 65N21 35R30 62F15 60H15 65N12 PDFBibTeX XMLCite \textit{V. H. Hoang} et al., Inverse Probl. 36, No. 3, Article ID 035021, 46 p. (2020; Zbl 1491.65010) Full Text: DOI
Wang, Yazhen; Wu, Shang Asymptotic analysis via stochastic differential equations of gradient descent algorithms in statistical and computational paradigms. (English) Zbl 07306890 J. Mach. Learn. Res. 21, Paper No. 199, 103 p. (2020). MSC: 65K05 60F05 60H15 62L20 68T05 90C15 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{S. Wu}, J. Mach. Learn. Res. 21, Paper No. 199, 103 p. (2020; Zbl 07306890) Full Text: arXiv Link
Cialenco, Igor; Delgado-Vences, Francisco; Kim, Hyun-Jung Drift estimation for discretely sampled SPDEs. (English) Zbl 1455.60081 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 4, 895-920 (2020). MSC: 60H15 65L09 62M99 PDFBibTeX XMLCite \textit{I. Cialenco} et al., Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 4, 895--920 (2020; Zbl 1455.60081) Full Text: DOI arXiv
Avetisian, Diana; Ralchenko, Kostiantyn Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation. (English) Zbl 1457.60095 Mod. Stoch., Theory Appl. 7, No. 3, 339-356 (2020). MSC: 60H15 35R11 35R60 60G22 62F10 60G15 PDFBibTeX XMLCite \textit{D. Avetisian} and \textit{K. Ralchenko}, Mod. Stoch., Theory Appl. 7, No. 3, 339--356 (2020; Zbl 1457.60095) Full Text: DOI
Keddi, Abdelmalik; Madani, Fethi; Bouchentouf, Amina Angelika Nonparametric estimation of trend function for stochastic differential equations driven by a weighted fractional Brownian motion. (English) Zbl 1455.62076 Appl. Appl. Math. 15, No. 2, 708-724 (2020). MSC: 62G07 60G22 60H15 PDFBibTeX XMLCite \textit{A. Keddi} et al., Appl. Appl. Math. 15, No. 2, 708--724 (2020; Zbl 1455.62076) Full Text: Link
Capodaglio, Giacomo; Gunzburger, Max Piecewise polynomial approximation of probability density functions with application to uncertainty quantification for stochastic PDEs. (English) Zbl 1455.62157 D’Elia, Marta (ed.) et al., Quantification of uncertainty: improving efficiency and technology. QUIET. Selected contributions based on the presentations at the international workshop, Trieste, Italy, July 18–21, 2017. Cham: Springer. Lect. Notes Comput. Sci. Eng. 137, 101-127 (2020). MSC: 62L20 65M75 65D05 60H15 PDFBibTeX XMLCite \textit{G. Capodaglio} and \textit{M. Gunzburger}, Lect. Notes Comput. Sci. Eng. 137, 101--127 (2020; Zbl 1455.62157) Full Text: DOI arXiv
D’Elia, M.; Phipps, E.; Rushdi, A.; Ebeida, M. S. Surrogate-based ensemble grouping strategies for embedded sampling-based uncertainty quantification. (English) Zbl 1455.62158 D’Elia, Marta (ed.) et al., Quantification of uncertainty: improving efficiency and technology. QUIET. Selected contributions based on the presentations at the international workshop, Trieste, Italy, July 18–21, 2017. Cham: Springer. Lect. Notes Comput. Sci. Eng. 137, 41-66 (2020). MSC: 62L20 62-08 65M70 60H15 35R60 PDFBibTeX XMLCite \textit{M. D'Elia} et al., Lect. Notes Comput. Sci. Eng. 137, 41--66 (2020; Zbl 1455.62158) Full Text: DOI arXiv
Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor A particle filter for stochastic advection by Lie transport: a case study for the damped and forced incompressible two-dimensional Euler equation. (English) Zbl 1454.62528 SIAM/ASA J. Uncertain. Quantif. 8, 1446-1492 (2020). MSC: 62P35 60H15 76D05 35Q31 35Q35 65C35 65C40 PDFBibTeX XMLCite \textit{C. Cotter} et al., SIAM/ASA J. Uncertain. Quantif. 8, 1446--1492 (2020; Zbl 1454.62528) Full Text: DOI arXiv
Lejay, Antoine; Pigato, Paolo Maximum likelihood drift estimation for a threshold diffusion. (English) Zbl 1472.62078 Scand. J. Stat. 47, No. 3, 609-637 (2020). Reviewer: Tiago Magalhães (Juiz de Fora) MSC: 62H12 60J60 60J65 60H15 PDFBibTeX XMLCite \textit{A. Lejay} and \textit{P. Pigato}, Scand. J. Stat. 47, No. 3, 609--637 (2020; Zbl 1472.62078) Full Text: DOI arXiv
Casabán, María Consuelo; Company, Rafael; Egorova, Vera N.; Jódar, Lucas Integral transform solution of random coupled parabolic partial differential models. (English) Zbl 1452.35266 Math. Methods Appl. Sci. 43, No. 14, 8223-8236 (2020). MSC: 35R60 60H15 60H35 62M15 65D30 65R10 PDFBibTeX XMLCite \textit{M. C. Casabán} et al., Math. Methods Appl. Sci. 43, No. 14, 8223--8236 (2020; Zbl 1452.35266) Full Text: DOI
Wang, Xiaowen; Lv, Yan Hypothesis testing of maximum likelihood estimation for stochastic PDE. (Chinese. English summary) Zbl 1463.62040 J. Shandong Univ., Nat. Sci. 55, No. 6, 17-22 (2020). MSC: 62F03 62F10 62F12 60H15 PDFBibTeX XMLCite \textit{X. Wang} and \textit{Y. Lv}, J. Shandong Univ., Nat. Sci. 55, No. 6, 17--22 (2020; Zbl 1463.62040) Full Text: DOI
Cressie, Noel; Wikle, Christopher K. Measuring, mapping, and uncertainty quantification in the space-time cube. (English) Zbl 1451.62106 Rev. Mat. Complut. 33, No. 3, 643-660 (2020). MSC: 62M30 62A01 60H15 62P12 83A05 PDFBibTeX XMLCite \textit{N. Cressie} and \textit{C. K. Wikle}, Rev. Mat. Complut. 33, No. 3, 643--660 (2020; Zbl 1451.62106) Full Text: DOI
Berger, David Lévy driven CARMA generalized processes and stochastic partial differential equations. (English) Zbl 1455.60070 Stochastic Processes Appl. 130, No. 10, 5865-5887 (2020). MSC: 60G60 60H15 60G51 62M10 PDFBibTeX XMLCite \textit{D. Berger}, Stochastic Processes Appl. 130, No. 10, 5865--5887 (2020; Zbl 1455.60070) Full Text: DOI arXiv
Song, Xinyu; Wang, Yazhen GARCH quasi-likelihood ratios for SV model and the diffusion limit. (English) Zbl 1447.62097 Stat. Probab. Lett. 165, Article ID 108817, 6 p. (2020). MSC: 62M07 62M10 60H15 60J60 62P05 PDFBibTeX XMLCite \textit{X. Song} and \textit{Y. Wang}, Stat. Probab. Lett. 165, Article ID 108817, 6 p. (2020; Zbl 1447.62097) Full Text: DOI
Chong, Carsten High-frequency analysis of parabolic stochastic PDEs. (English) Zbl 1450.62122 Ann. Stat. 48, No. 2, 1143-1167 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M40 62G20 60H15 60F15 PDFBibTeX XMLCite \textit{C. Chong}, Ann. Stat. 48, No. 2, 1143--1167 (2020; Zbl 1450.62122) Full Text: DOI arXiv Euclid
Zili, M.; Zougar, E. Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation. (English) Zbl 1454.60100 Theory Probab. Math. Stat. 100, 77-106 (2020) and Teor. Jmovirn. Mat. Stat. 100, 75-101 (2019). Reviewer: Udhayakumar Ramalingam (Vellore) MSC: 60H15 60G15 60G17 35R05 60G60 35K10 33B20 62F10 PDFBibTeX XMLCite \textit{M. Zili} and \textit{E. Zougar}, Theory Probab. Math. Stat. 100, 77--106 (2020; Zbl 1454.60100) Full Text: DOI
Bolin, David; Wallin, Jonas Multivariate type G Matérn stochastic partial differential equation random fields. (English) Zbl 1440.62180 J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 1, 215-239 (2020). MSC: 62H05 62M40 62P12 62H11 60H15 PDFBibTeX XMLCite \textit{D. Bolin} and \textit{J. Wallin}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 1, 215--239 (2020; Zbl 1440.62180) Full Text: DOI arXiv
Fuglstad, Geir-Arne; Castruccio, Stefano Compression of climate simulations with a nonstationary global spatiotemporal SPDE model. (English) Zbl 1446.62139 Ann. Appl. Stat. 14, No. 2, 542-559 (2020). MSC: 62H11 60H15 62-08 62P12 86A08 62R07 PDFBibTeX XMLCite \textit{G.-A. Fuglstad} and \textit{S. Castruccio}, Ann. Appl. Stat. 14, No. 2, 542--559 (2020; Zbl 1446.62139) Full Text: DOI Euclid
Janák, Josef Parameter estimation for stochastic partial differential equations of second order. (English) Zbl 1443.62223 Appl. Math. Optim. 82, No. 1, 353-397 (2020). MSC: 62M05 62F10 93E10 60G35 60H15 35R60 PDFBibTeX XMLCite \textit{J. Janák}, Appl. Math. Optim. 82, No. 1, 353--397 (2020; Zbl 1443.62223) Full Text: DOI arXiv
Prakasa Rao, B. L. S. Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion. (English) Zbl 1443.62237 Random Oper. Stoch. Equ. 28, No. 2, 113-122 (2020). MSC: 62M09 62G07 60G22 60G15 60H15 35R60 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Random Oper. Stoch. Equ. 28, No. 2, 113--122 (2020; Zbl 1443.62237) Full Text: DOI
Kříž, Pavel A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations. (English) Zbl 1451.60068 Stoch. Dyn. 20, No. 3, Article ID 2050019, 27 p. (2020). MSC: 60H15 60G22 62M09 PDFBibTeX XMLCite \textit{P. Kříž}, Stoch. Dyn. 20, No. 3, Article ID 2050019, 27 p. (2020; Zbl 1451.60068) Full Text: DOI arXiv
Zadorozhniĭ, V. G.; Semenov, M. E.; Sel’vesyuk, N. I.; Ul’shin, I. I.; Nozhkin, V. S. Statistical characteristics of solutions of the system of the stochastic transfer model. (Russian. English summary) Zbl 1440.62374 Mat. Model. 32, No. 5, 21-43 (2020). MSC: 62P12 62P35 62H12 60H15 60H30 86A10 PDFBibTeX XMLCite \textit{V. G. Zadorozhniĭ} et al., Mat. Model. 32, No. 5, 21--43 (2020; Zbl 1440.62374) Full Text: DOI MNR
Michel, Jon The limiting distribution of a non-stationary integer valued GARCH\((1,1)\) process. (English) Zbl 1455.62180 J. Time Ser. Anal. 41, No. 2, 351-356 (2020). Reviewer: Ludwig Paditz (Dresden) MSC: 62M10 62E20 60H15 65C30 91B84 37M10 PDFBibTeX XMLCite \textit{J. Michel}, J. Time Ser. Anal. 41, No. 2, 351--356 (2020; Zbl 1455.62180) Full Text: DOI
Panloup, Fabien; Tindel, Samy; Varvenne, Maylis A general drift estimation procedure for stochastic differential equations with additive fractional noise. (English) Zbl 1439.62186 Electron. J. Stat. 14, No. 1, 1075-1136 (2020). MSC: 62M09 62F12 60G22 60H15 PDFBibTeX XMLCite \textit{F. Panloup} et al., Electron. J. Stat. 14, No. 1, 1075--1136 (2020; Zbl 1439.62186) Full Text: DOI arXiv Euclid
Hildebrandt, Florian On generating fully discrete samples of the stochastic heat equation on an interval. (English) Zbl 1437.60038 Stat. Probab. Lett. 162, Article ID 108750, 8 p. (2020). MSC: 60H15 65C30 62E17 PDFBibTeX XMLCite \textit{F. Hildebrandt}, Stat. Probab. Lett. 162, Article ID 108750, 8 p. (2020; Zbl 1437.60038) Full Text: DOI arXiv
Kaino, Yusuke; Nakakita, Shogo H.; Uchida, Masayuki Hybrid estimation for ergodic diffusion processes based on noisy discrete observations. (English) Zbl 1437.62099 Stat. Inference Stoch. Process. 23, No. 1, 171-198 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62F10 62M10 60J60 60H15 PDFBibTeX XMLCite \textit{Y. Kaino} et al., Stat. Inference Stoch. Process. 23, No. 1, 171--198 (2020; Zbl 1437.62099) Full Text: DOI arXiv
Clairon, Quentin; Samson, Adeline Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations. (English) Zbl 1436.62077 Stat. Inference Stoch. Process. 23, No. 1, 105-127 (2020). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 62F10 60H15 49K20 PDFBibTeX XMLCite \textit{Q. Clairon} and \textit{A. Samson}, Stat. Inference Stoch. Process. 23, No. 1, 105--127 (2020; Zbl 1436.62077) Full Text: DOI
Cialenco, Igor; Kim, Hyun-Jung; Lototsky, Sergey V. Statistical analysis of some evolution equations driven by space-only noise. (English) Zbl 1436.62085 Stat. Inference Stoch. Process. 23, No. 1, 83-103 (2020). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 62F12 60H15 93E10 60J60 PDFBibTeX XMLCite \textit{I. Cialenco} et al., Stat. Inference Stoch. Process. 23, No. 1, 83--103 (2020; Zbl 1436.62085) Full Text: DOI arXiv
Bibinger, Markus; Trabs, Mathias Volatility estimation for stochastic PDEs using high-frequency observations. (English) Zbl 1462.60082 Stochastic Processes Appl. 130, No. 5, 3005-3052 (2020). MSC: 60H15 62M10 60G60 60F05 PDFBibTeX XMLCite \textit{M. Bibinger} and \textit{M. Trabs}, Stochastic Processes Appl. 130, No. 5, 3005--3052 (2020; Zbl 1462.60082) Full Text: DOI arXiv
Maitra, Trisha; Bhattacharya, Sourabh On classical and Bayesian asymptotics in stochastic differential equations with random effects having mixture normal distributions. (English) Zbl 1435.62112 J. Stat. Plann. Inference 208, 36-57 (2020). MSC: 62F15 62F12 60H15 60H10 PDFBibTeX XMLCite \textit{T. Maitra} and \textit{S. Bhattacharya}, J. Stat. Plann. Inference 208, 36--57 (2020; Zbl 1435.62112) Full Text: DOI arXiv
Pasemann, Gregor; Stannat, Wilhelm Drift estimation for stochastic reaction-diffusion systems. (English) Zbl 1436.62438 Electron. J. Stat. 14, No. 1, 547-579 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 60J60 62M15 62R20 62F35 60H15 PDFBibTeX XMLCite \textit{G. Pasemann} and \textit{W. Stannat}, Electron. J. Stat. 14, No. 1, 547--579 (2020; Zbl 1436.62438) Full Text: DOI arXiv Euclid
Cheng, Ziteng; Cialenco, Igor; Gong, Ruoting Bayesian estimations for diagonalizable bilinear SPDEs. (English) Zbl 1447.60092 Stochastic Processes Appl. 130, No. 2, 845-877 (2020). MSC: 60H15 65L09 62M99 PDFBibTeX XMLCite \textit{Z. Cheng} et al., Stochastic Processes Appl. 130, No. 2, 845--877 (2020; Zbl 1447.60092) Full Text: DOI arXiv
Marie, Nicolas Nonparametric estimation of the trend in reflected fractional SDE. (English) Zbl 1436.62113 Stat. Probab. Lett. 158, Article ID 108659, 8 p. (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 62G05 62G20 60G22 60F05 60H15 62G07 PDFBibTeX XMLCite \textit{N. Marie}, Stat. Probab. Lett. 158, Article ID 108659, 8 p. (2020; Zbl 1436.62113) Full Text: DOI arXiv
Reich, Sebastian; Rozdeba, Paul Posterior contraction rates for non-parametric state and drift estimation. arXiv:2003.09219 Preprint, arXiv:2003.09219 [math.ST] (2020). MSC: 62G20 62G05 60H15 62F15 62M20 BibTeX Cite \textit{S. Reich} and \textit{P. Rozdeba}, ``Posterior contraction rates for non-parametric state and drift estimation'', Preprint, arXiv:2003.09219 [math.ST] (2020) Full Text: arXiv OA License
Monmarché, Pierre A short introduction to piecewise deterministic Markov samplers. (English) Zbl 1442.82023 Giacomin, Giambattista (ed.) et al., Stochastic dynamics out of equilibrium. Lecture notes from the IHP trimester, Institut Henri Poincaré (IHP), Paris, France, April – July, 2017. Cham: Springer. Springer Proc. Math. Stat. 282, 375-390 (2019). MSC: 82C31 60J76 60J60 82M31 65C05 65C40 35R60 60H15 60F05 62D05 37A60 PDFBibTeX XMLCite \textit{P. Monmarché}, Springer Proc. Math. Stat. 282, 375--390 (2019; Zbl 1442.82023) Full Text: DOI
Kebiri, Omar; Neureither, Lara; Hartmann, Carsten Adaptive importance sampling with forward-backward stochastic differential equations. (English) Zbl 1442.82020 Giacomin, Giambattista (ed.) et al., Stochastic dynamics out of equilibrium. Lecture notes from the IHP trimester, Institut Henri Poincaré (IHP), Paris, France, April – July, 2017. Cham: Springer. Springer Proc. Math. Stat. 282, 265-281 (2019). MSC: 82C31 35R60 35Q53 49L20 60H15 62D05 65C05 82M31 PDFBibTeX XMLCite \textit{O. Kebiri} et al., Springer Proc. Math. Stat. 282, 265--281 (2019; Zbl 1442.82020) Full Text: DOI arXiv
Jaworski, Piotr On Copula-Itô processes. (English) Zbl 1439.62132 Depend. Model. 7, 322-347 (2019). MSC: 62H05 60J60 60H15 46E35 47H20 58D07 PDFBibTeX XMLCite \textit{P. Jaworski}, Depend. Model. 7, 322--347 (2019; Zbl 1439.62132) Full Text: DOI
Khalil, Zeina Mahdi; Tudor, Ciprian Estimation of the drift parameter for the fractional stochastic heat equation via power variation. (English) Zbl 1458.60043 Mod. Stoch., Theory Appl. 6, No. 4, 397-417 (2019). MSC: 60G15 60G18 60H15 62M09 35R11 35R60 PDFBibTeX XMLCite \textit{Z. M. Khalil} and \textit{C. Tudor}, Mod. Stoch., Theory Appl. 6, No. 4, 397--417 (2019; Zbl 1458.60043) Full Text: DOI arXiv
Dodwell, T. J.; Ketelsen, C.; Scheichl, R.; Teckentrup, A. L. Erratum to: “A hierarchical multilevel Markov chain Monte Carlo algorithm with applications to uncertainty quantification in subsurface flow”. (English) Zbl 1445.35344 SIAM/ASA J. Uncertain. Quantif. 7, 1398-1399 (2019). MSC: 65C05 35R60 62F15 62M05 65N30 65N75 76M10 76S05 65C40 60H15 PDFBibTeX XMLCite \textit{T. J. Dodwell} et al., SIAM/ASA J. Uncertain. Quantif. 7, 1398--1399 (2019; Zbl 1445.35344) Full Text: DOI
Meradji, S.; Boutabia, H.; Stihi, S. Stochastic differential equations for eigenvalues and eigenvectors of a \(G\)-Wishart process with drift. (English. Russian original) Zbl 1435.62219 Ukr. Math. J. 71, No. 4, 572-588 (2019); translation from Ukr. Mat. Zh. 71, No. 4, 502-515 (2019). MSC: 62H25 60H15 60J65 60J60 60H10 PDFBibTeX XMLCite \textit{S. Meradji} et al., Ukr. Math. J. 71, No. 4, 572--588 (2019; Zbl 1435.62219); translation from Ukr. Mat. Zh. 71, No. 4, 502--515 (2019) Full Text: DOI
Newton, Nigel J. A class of non-parametric statistical manifolds modelled on Sobolev space. (English) Zbl 1444.46053 Inf. Geom. 2, No. 2, 283-312 (2019). MSC: 46N30 46T05 62R30 60D05 60H15 62B10 93E11 47H30 PDFBibTeX XMLCite \textit{N. J. Newton}, Inf. Geom. 2, No. 2, 283--312 (2019; Zbl 1444.46053) Full Text: DOI arXiv
Zhao, Cheng; Huang, Yongdong Infrared and visible image fusion method based on rolling guidance filter and NSST. (English) Zbl 1425.94027 Int. J. Wavelets Multiresolut. Inf. Process. 17, No. 6, Article ID 1950045, 31 p. (2019). MSC: 94A08 62H35 60H35 65C20 60H15 PDFBibTeX XMLCite \textit{C. Zhao} and \textit{Y. Huang}, Int. J. Wavelets Multiresolut. Inf. Process. 17, No. 6, Article ID 1950045, 31 p. (2019; Zbl 1425.94027) Full Text: DOI
Chen, Yian; Stechmann, Samuel N. Multi-model communication and data assimilation for mitigating model error and improving forecasts. (English) Zbl 1505.60061 Chin. Ann. Math., Ser. B 40, No. 5, 689-720 (2019). MSC: 60H10 60H15 86A10 62M20 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{S. N. Stechmann}, Chin. Ann. Math., Ser. B 40, No. 5, 689--720 (2019; Zbl 1505.60061) Full Text: DOI
Tadić, Tvrtko Time-like graphical models. (English) Zbl 1437.62005 Memoirs of the American Mathematical Society 1262. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-3685-8/pbk; 978-1-4704-5416-6/ebook). vii, 170 p. (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62-02 62G20 62H22 35K05 60G60 60H15 60J65 62H05 05C90 60G44 62L15 PDFBibTeX XMLCite \textit{T. Tadić}, Time-like graphical models. Providence, RI: American Mathematical Society (AMS) (2019; Zbl 1437.62005) Full Text: DOI arXiv Link
Grecksch, Wilfried; Lisei, Hannelore; Lueddeckens, Jens Parameter estimations for linear parabolic fractional SPDEs with jumps. (English) Zbl 1438.60088 Stud. Univ. Babeș-Bolyai, Math. 64, No. 2, 279-289 (2019). MSC: 60H15 62F12 60G22 PDFBibTeX XMLCite \textit{W. Grecksch} et al., Stud. Univ. Babeș-Bolyai, Math. 64, No. 2, 279--289 (2019; Zbl 1438.60088) Full Text: DOI
Ichiba, Tomoyuki; Sarantsev, Andrey Stationary distributions and convergence for Walsh diffusions. (English) Zbl 1431.60089 Bernoulli 25, No. 4A, 2439-2478 (2019). MSC: 60J60 60F17 60H15 62E20 62E10 PDFBibTeX XMLCite \textit{T. Ichiba} and \textit{A. Sarantsev}, Bernoulli 25, No. 4A, 2439--2478 (2019; Zbl 1431.60089) Full Text: DOI Euclid
Ghosh, Himadri; Prajneshu Optimum fitting of Richards growth model in random environment. (English) Zbl 1435.62386 J. Stat. Theory Pract. 13, No. 1, Paper No. 6, 11 p. (2019). MSC: 62P10 60H15 62M10 PDFBibTeX XMLCite \textit{H. Ghosh} and \textit{Prajneshu}, J. Stat. Theory Pract. 13, No. 1, Paper No. 6, 11 p. (2019; Zbl 1435.62386) Full Text: DOI
Krainski, Elias T.; Gómez-Rubio, Virgilio; Bakka, Haakon; Lenzi, Amanda; Castro-Camilo, Daniela; Simpson, Daniel; Lindgren, Finn; Rue, Håvard Advanced spatial modeling with stochastic partial differential equations using R and INLA. (English) Zbl 1418.62011 Boca Raton, FL: CRC Press (ISBN 978-1-138-36985-6/hbk; 978-0-429-03189-2/ebook). xiii, 283 p. (2019). MSC: 62-02 60-02 62H11 62M30 60H15 PDFBibTeX XMLCite \textit{E. T. Krainski} et al., Advanced spatial modeling with stochastic partial differential equations using R and INLA. Boca Raton, FL: CRC Press (2019; Zbl 1418.62011) Full Text: DOI
Prohl, Andreas; Schellnegger, Christian Adaptive concepts for stochastic partial differential equations. (English) Zbl 1418.60084 J. Sci. Comput. 80, No. 1, 444-474 (2019). MSC: 60H15 65C05 62G07 62G09 PDFBibTeX XMLCite \textit{A. Prohl} and \textit{C. Schellnegger}, J. Sci. Comput. 80, No. 1, 444--474 (2019; Zbl 1418.60084) Full Text: DOI
Jia, Junxiong; Wu, Bangyu; Peng, Jigen; Gao, Jinghuai Recursive linearization method for inverse medium scattering problems with complex mixture Gaussian error learning. (English) Zbl 1419.65099 Inverse Probl. 35, No. 7, Article ID 075003, 29 p. (2019). MSC: 65N21 78A46 65H10 68T05 35J05 60H15 62C10 PDFBibTeX XMLCite \textit{J. Jia} et al., Inverse Probl. 35, No. 7, Article ID 075003, 29 p. (2019; Zbl 1419.65099) Full Text: DOI arXiv
Roininen, Lassi; Girolami, Mark; Lasanen, Sari; Markkanen, Markku Hyperpriors for Matérn fields with applications in Bayesian inversion. (English) Zbl 1454.60068 Inverse Probl. Imaging 13, No. 1, 1-29 (2019). MSC: 60G60 15A29 60H15 62M05 PDFBibTeX XMLCite \textit{L. Roininen} et al., Inverse Probl. Imaging 13, No. 1, 1--29 (2019; Zbl 1454.60068) Full Text: DOI arXiv