Environment reconstruction for a class of diffusions

DOI10.1007/S11009-025-10231-0MaRDI QIDQ6850517zbMATH OpenFDO

Authors Carlos Gabriel Pacheco, Mariana Pérez-Rojas

Publication date 2 March 2026

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

Ornstein-Uhlenbeck processrandom environmentreconstruction algorithmergodic theoremsBrox diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodic theorems, spectral theory, Markov operators (37A30) Processes in random environments (60K37)

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