On the reconstruction of diffusions from first-exit time distributions

DOI10.1088/0266-5611/20/4/004zbMath1056.60074arXivcond-mat/0310681OpenAlexW2048436359MaRDI QIDQ4832303

Guillaume Bal, Tom Chou

Publication date: 4 January 2005

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

Full work available at URL: https://arxiv.org/abs/cond-mat/0310681

zbMATH Keywords

stochastic differential equationsSturm-Liouville problemdrift and diffusion functionalspotential of the Schrödinger equation

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60)

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