Constructing continuous stationary covariances as limits of the second-order stochastic difference equations

DOI10.3934/ipi.2013.7.611zbMath1268.39022OpenAlexW2330972991MaRDI QIDQ1951334

Lassi Roininen, Petteri Piiroinen, Markku S. Lehtinen

Publication date: 5 June 2013

Published in: Inverse Problems and Imaging (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/ipi.2013.7.611

zbMATH Keywords

stochastic difference equationstatistical inversioncovariance kernelsBayesian statistical inverse problemscovariance convergencediscrete-time covariancesstochastic partial difference equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic difference equations (39A50)

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