Albeverio S., Blanchard Ph., Kusuoka S. — An Inverse Problem for Stochastic Differential Equations
Обсудите книгу на
Нашли опечатку? Выделите ее мышкой и нажмите Ctrl+Enter
Название: An Inverse Problem for Stochastic Differential Equations
Авторы: Albeverio S., Blanchard Ph., Kusuoka S.
Аннотация:
Journal of Statistical Physics, Vol. 57, Nos. 1/2. 1989, p. 347-356.
We discuss the problem of reconstructing the drift coefficient of a diffusion from the knowledge of the transition probabilities outside a given bounded region in R^d, d> 1. We also give an interpretation of the solution of this inverse problem in the framework of stochastic mechanics.
|
|
О проекте