frankvdm.bsky.social
@frankvdm.bsky.social
New publication in Stochastic Processes and their Applications: "On a class of exponential changes of measure for stochastic PDEs". I think some very nice results are in this paper, part of the phd of Thorben Pieper-Sethmacher. A first step towards inferential methods for sparsely observed SPDEs.
March 24, 2025 at 11:55 AM