Published October 1989
| Version v1
Journal article
An inverse problem for stochastic differential equations
- 1. SFB, Bochum (West Germany)
- 2. BiBoS Research Centre, Bielefeld (West Germany)
- 3. CERFIM Research Centre, Locarno (Switzerland)
- 4. Ruhr-Universitaet, Bochum (West Germany)
- 5. Universitaet Bielefeld (West Germany)
- 6. Kyoto Univ. (Japan)
Description
The authors discuss the problem of reconstructing the drift coefficient of a diffusion from the knowledge of the transition probabilities outside a given bounded region in Rd, d > 1. They also given an interpretation of the solution of this inverse problem in the framework of stochastic mechanics
Additional details
Publishing Information
- Journal Title
- Journal of Statistical Physics
- Journal Volume
- 57
- Journal Issue
- 1-2
- Series
- J. Stat. Phys.
- Journal Page Range
- 347-356
- ISSN
- 0022-4715
- CODEN
- JSTPB
INIS
- Country of Publication
- United States
- Country of Input or Organization
- United States
- INIS RN
- 22038909
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Descriptors DEI
- BOUNDARY CONDITIONS; BOUNDARY-VALUE PROBLEMS; BROWNIAN MOVEMENT; CRYSTAL MODELS; DIFFERENTIAL EQUATIONS; DIFFUSION; FOURIER TRANSFORMATION; INVERSE SCATTERING PROBLEM; MATHEMATICAL SPACE; POTENTIALS; PROBABILITY; QUANTUM MECHANICS; STATISTICAL MECHANICS; STOCHASTIC PROCESSES
- Descriptors DEC
- EQUATIONS; INTEGRAL TRANSFORMATIONS; MATHEMATICAL MODELS; MECHANICS; SPACE; TRANSFORMATIONS