On periodic parameter identification in stochastic differential equations

DOI10.3934/IPI.2019025zbMath1418.65083OpenAlexW2924018353WikidataQ128163082 ScholiaQ128163082MaRDI QIDQ2003053

Jin Cheng, Pingping Niu, Shuai Lu

Publication date: 12 July 2019

Published in: Inverse Problems and Imaging (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/ipi.2019025

zbMATH Keywords

inverse problemsstochastic differential equationsparameter identificationdecorrelation time

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solution of inverse problems involving ordinary differential equations (65L09)

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