We study parametric estimation for a second order linear parabolic stochastic partial differential equation (SPDE) in two space dimensions driven by a $Q$-Wiener process based on high frequency spatio-temporal data. We give an estimator of the damping parameter of the $Q$-Wiener process of the SPDE based on quadratic variations with temporal and spatial increments. We also provide simulation results of the proposed estimator.
翻译:本文研究基于高频时空数据的二维二阶线性抛物型随机偏微分方程(SPDE)的参数估计问题,该方程由$Q$-Wiener过程驱动。我们基于时间和空间增量的二次变差,给出了SPDE中$Q$-Wiener过程阻尼参数的估计量。同时提供了所提估计量的模拟结果。