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Wednesday 03 March 2021, 14:00-15:00
Drift estimation for Stochastic (partial) differential equations: An introduction
- đ¤ Speaker: Randolf Altmeyer
- đ Date & Time: Wednesday 03 March 2021, 14:00 - 15:00
- đ Venue: https://maths-cam-ac-uk.zoom.us/j/95531783868?pwd=U3pPbmYxTXZYRVZMWFBVTkVnWmUvZz09
Questions? Contact
Neil Deo
Abstract
In this talk, I will introduce stochastic differential equations and review the basic ingredients for estimating their parameters from data. These insights will be applied subsequently to the estimation of the diffusivity in a stochastic heat equation, which is a simple, but important stochastic partial differential equation.
Series This talk is part of the CMI Student Seminar Series series.
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- CMI Student Seminar Series
- https://maths-cam-ac-uk.zoom.us/j/95531783868?pwd=U3pPbmYxTXZYRVZMWFBVTkVnWmUvZz09
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