Statistics of stochastic partial differential equations (SPDEs) (A01)

• Subject Area: Mathematics
• Term: since 2017
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 318763901

The project will contribute to the emerging field of statistics for stochastic partial differential equations (SPDEs). General principles of statistical inference for SPDEs and nonparametric methods will be developed systematically. In parallel, specific estimation problems arising in physics and the neurosciences will be treated. Mathematically founded model validation tests will enhance the impact of modelling with SPDEs in applications.

• DFG Programme: Collaborative Research Centres
• Subproject of: SFB 1294: Data Assimilation – The Seamless Integration of Data and Models
• Applicant Institution: Universität Potsdam
• Project Heads: Professor Dr. Carsten Beta, since 7/2021; Professor Dr. Markus Reiß; Professorin Dr. Sylvie Roelly, until 6/2021; Professor Dr. Wilhelm Stannat