Simultaneous Determination of Two Coefficients in Itô Diffusion Processes: Theoretical and Numerical Approaches
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Publication:3299964
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
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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