Dear colleagues, 

we are happy to announce the following talk 

Abstract: We propose the stochastic heat equation driven by the multiplicative space-time white noise and we introduce several estimators to the diffusivity parameter that are inspired by the maximum likelihood estimator. Since our observation scheme relies on local measurements, the asymptotics of the estimators is pursued with a fixed time horizon and with the spatial resolution of the observations tending to zero. A stable central limit theorem shows that our proposed estimators are strictly consistent and asymptotically mixed normal. The performance of the estimators is demonstrated in numerical simulations.

This is a joint work with Professor Markus Reiß.

Date and time: Thursday May 16, 11:15-12:15 (Rome time zone)