We deal with a class of semilinear SPDEs driven by space–time white noise that includes the one dimensional stochastic Burgers equation. Such equations can have nonlocal and quadratic nonlinearities. We consider the problem of estimation of the diffusivity parameter in front of the second-order spatial derivative. Based on local observations in space, we study the estimator derived in (Ann. Appl. Probab. 31 (2021) 1–38) for linear stochastic heat equation that has also been used in (Bernoulli 29 (2023) 2035–2061) to cover certain class of semilinear SPDEs including stochastic Burgers equations driven by trace class noise. The space-time white noise case we consider has also relevant physical motivations. After we establish new regularity results for the solution, we are able to show that our proposed estimator is strongly consistent and asymptotically normal

Parameter estimation from local measurements for a class of stochastic Burgers equations,

Josef Janak
Membro del Collaboration Group
;
enrico priola
Membro del Collaboration Group
In corso di stampa

Abstract

We deal with a class of semilinear SPDEs driven by space–time white noise that includes the one dimensional stochastic Burgers equation. Such equations can have nonlocal and quadratic nonlinearities. We consider the problem of estimation of the diffusivity parameter in front of the second-order spatial derivative. Based on local observations in space, we study the estimator derived in (Ann. Appl. Probab. 31 (2021) 1–38) for linear stochastic heat equation that has also been used in (Bernoulli 29 (2023) 2035–2061) to cover certain class of semilinear SPDEs including stochastic Burgers equations driven by trace class noise. The space-time white noise case we consider has also relevant physical motivations. After we establish new regularity results for the solution, we are able to show that our proposed estimator is strongly consistent and asymptotically normal
In corso di stampa
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/1550397
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact