On the reconstruction of the drift of a diffusion from transition probabilities which are partially observed in space
| dc.creator | Albeverio, Sergio | |
| dc.creator | Marinelli, Carlo | |
| dc.date | 2004-10-31 | |
| dc.date.accessioned | 2026-07-07T08:06:34Z | |
| dc.date.available | 2026-07-07T08:06:34Z | |
| dc.description | The problem of reconstructing the drift of a diffusion in $\erre^d$, $d\geq 2$, from the transition probability density observed outside a domain is considered. The solution of this problem also solves a new inverse problem for a class of parabolic partial differential equations. This work considerably extends \cite{jsp} in terms of generality, both concerning assumptions on the drift coefficient, and allowing for non-constant diffusion coefficient. Sufficient conditions for solvability of this type of inverse problem for $d=1$ are also given. | |
| dc.description | 12 pages, amsart | |
| dc.identifier | https://arxiv.org/abs/math/0411008 | |
| dc.identifier | http://arxiv.org/abs/math/0411008 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/130653 | |
| dc.subject | Probability | |
| dc.subject | Statistics Theory | |
| dc.subject | Primary 62M99, 60J60; Secondary 60J35, 35R30, 44A12 | |
| dc.title | On the reconstruction of the drift of a diffusion from transition probabilities which are partially observed in space | |
| dc.type | text |