Titre :

Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise

Auteur(s) :

Assaad, Obayda [Auteur]
Gamain, Julie [Auteur]
Tudor, Ciprian [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]

Titre de la revue :

Stochastics and Dynamics

Éditeur :

World Scientific Publishing

Date de publication :

2022-04-29

ISSN :

0219-4937

Discipline(s) HAL :

Mathématiques [math]

Résumé en anglais : [en]

We study the quadratic variations (in time and in space) of the solution to the stochastic wave equation driven by the space-time white noise. We give their limit (almost surely and in [Formula: see text]) and we prove ...
Lire la suite >We study the quadratic variations (in time and in space) of the solution to the stochastic wave equation driven by the space-time white noise. We give their limit (almost surely and in [Formula: see text]) and we prove that these variations satisfy, after a proper renormalization, a Central Limit Theorem. We apply the quadratic variation to define and analyze estimators for the drift parameter of the wave equation.Lire moins >

Langue :

Anglais

Vulgarisation :

Non

Collections :

• Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL