CRC 1294/1: Statistics for Stochastic Partial Differential Equations (SPDEs) (SP A01)

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.