Parameter estimation of Burgers equations driven by white-colored noise

Yiming Jiang, Yujue Wang and Jie Xue

Statistics & Probability Letters, 2026, vol. 227, issue C

Abstract: In this paper, we study the stochastic generalized Burgers equation driven by a white-colored noise with the α-order heat kernel. First we construct a parametric estimator of the drift parameter through temporal quadratic variation of the solution. Then we obtain the consistency and convergence rate of the estimator.

Keywords: Stochastic Burgers equations; White-colored noise; Parameter estimation (search for similar items in EconPapers)
Date: 2026
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DOI: 10.1016/j.spl.2025.110553

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