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

Full work available at URL https://doi.org/10.1007/S11009-025-10231-0

zbMATH Keywords

Brox diffusionergodic theoremsOrnstein-Uhlenbeck processrandom environmentreconstruction algorithm

Mathematics Subject Classification ID

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

Cites work

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