A perturbative approach for reconstructing diffusion coefficients
DOI10.1016/S0096-3003(03)00684-2zbMATH Open1050.65087OpenAlexW2084774845MaRDI QIDQ1827346FDOQ1827346
Authors: Minaya Villasana, Henryk Gzyl 
Publication date: 6 August 2004
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0096-3003(03)00684-2
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Cites Work
- Mathematics of multidimensional seismic imaging, migration, and inversion
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- Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets
- The Mathematics of Financial Derivatives
- IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY
- Stochastic volatility, smile & asymptotics
- The inverse problem of option pricing
- On the estimation of parameters for linear stochastic differential equations
- Title not available (Why is that?)
Cited In (4)
- Reconstruction of Potential Function for Diffusion Operator
- A numerical correction of the \(M1\)-model in the diffusive limit
- Recovering a large number of diffusion constants in a parabolic equation from energy measurements
- Reconstruction of the diffusion equation with singular coefficients for two spectra
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