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Pathwise analysis and parameter estimation for the stochastic Burgers equation
Bulletin des Sciences Mathématiques ( IF 1.3 ) Pub Date : 2021-05-14 , DOI: 10.1016/j.bulsci.2021.102995
Obayda Assaad , Ciprian A. Tudor

We analyze the solution to the stochastic Burgers equation with additive space-time white noise. We show that this solution can be expressed as a sum of a random field that solves the stochastic heat equation with additive space-time white noise and a more regular random field. We apply these results in order to estimate the drift parameter of solution to the Burgers equation by exploiting the behavior of the p-variations of the solution in time and in space.



中文翻译:

随机Burgers方程的路径分析和参数估计

我们分析了具有加性时空白噪声的随机Burgers方程的解。我们表明,该解决方案可以表示为随机场的总和,该随机场解决具有加性时空白噪声和更规则的随机场的随机热方程。我们利用这些结果,以通过利用解的p-变量在时间和空间上的行为来估计Burgers方程的解的漂移参数。

更新日期:2021-05-22
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