An inverse problem for a class of linear stochastic evolution equations

DOI10.1155/2012/921038zbMath1260.60127OpenAlexW2131027538WikidataQ58906939 ScholiaQ58906939MaRDI QIDQ1760889

Yuhuan Zhao

Publication date: 15 November 2012

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/921038

zbMATH Keywords

Hilbert spacestochastic evolution equationsoptimization methodexistence of an optimal parameter

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

• Statistical inference for stochastic parabolic equations: a spectral approach
• A systolic architecture for optimal filter design support
• On the optimal filtering of diffusion processes
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