Sascha Gaudlitz

1. Estimation for the reaction term in semi-linear SPDEs under small diffusivity
   2022/03/20 by Sascha Gaudlitz, Gaudlitz, Sascha, Markus Reiß +1 · 3 citations
   Computer Science · Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Probability (math.PR) #Statistical Methods and Inference #Statistics Theory (math.ST)
2. Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity
   2023/07/11 by Sascha Gaudlitz, Gaudlitz, Sascha · 1 citation
   Economics, Econometrics and Finance · Mathematics · #60H15 #FOS: Mathematics #Financial Risk and Volatility Modeling #Primary: 62G05 #Probability (math.PR) #Secondary: 60H07 #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications