标题： 二维空间中SPDE驱动过程的阻尼因子估计 显示英文标题

标题： Estimation for the damping factor of the driving process of an SPDE in two space dimensions

摘要： 我们研究了基于高频时空数据的二维空间二阶线性抛物型随机偏微分方程（SPDE）的参数估计问题，该方程由一个$Q$-Wiener 过程驱动。我们给出了基于时间和空间增量的二次变差来估计 SPDE 的$Q$-Wiener 过程阻尼参数的估计量，并提供了所提出估计量的模拟结果。 显示英文摘要

摘要： 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.