An inverse problem for a class of linear stochastic evolution equations
type: Item
instance of: scholarly article
title: An inverse problem for a class of linear stochastic evolution equations
zbMATH Open document ID: 1260.60127
DOI: 10.1155/2012/921038
author: Yuhuan Zhao
published in: Journal of Applied Mathematics
publication date: 2012-11-15T00:00:00Z
review text: Summary: An inverse problem for a linear stochastic evolution equation is researched. The stochastic evolution equation contains a parameter with values in a Hilbert space. The solution of the evolution equation depends continuously on the parameter and is Fréchet differentiable with respect to the parameter. An optimization method is provided to estimate the parameter. A sufficient condition to ensure the existence of an optimal parameter is presented, and a necessary condition that the optimal parameter, if it exists, should satisfy is also presented. Finally, two examples are given to illustrate applications of the above results.
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 35R60
zbMATH DE Number: 6106344
zbMATH Keywords: stochastic evolution equations
zbMATH Keywords: Hilbert space
zbMATH Keywords: optimization method
zbMATH Keywords: existence of an optimal parameter
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/921038
OpenAlex ID: W2131027538
Wikidata QID: Q58906939
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description: scientific article; zbMATH DE number 6106344