Simultaneous determination of the drift and diffusion coefficients in stochastic differential equations (Q5368860)
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scientific article; zbMATH DE number 6789385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous determination of the drift and diffusion coefficients in stochastic differential equations |
scientific article; zbMATH DE number 6789385 |
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Simultaneous determination of the drift and diffusion coefficients in stochastic differential equations (English)
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11 October 2017
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Itô diffusion process
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parabolic equation
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inverse problem
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pointwise measurements
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maximum principle
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