Simultaneous Determination of Two Coefficients in Itô Diffusion Processes: Theoretical and Numerical Approaches

DOI10.1007/978-981-15-1592-7_3zbMath1443.35183OpenAlexW3004699147MaRDI QIDQ3299964

Michel Cristofol, Lionel Roques

Publication date: 27 July 2020

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-1592-7_3

zbMATH Keywords

inverse problemsstochastic differential equations

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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