Reconstructing the drift of a diffusion from partially observed transition probabilities

DOI10.1016/j.spa.2005.04.008zbMath1079.60522OpenAlexW1985056862MaRDI QIDQ2567228

Carlo Marinelli, Sergio A. Albeverio

Publication date: 29 September 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2005.04.008

zbMATH Keywords

Schrödinger operatorsinverse problemsstochastic differential equationselliptic operatorsX-ray transform

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Radon transform (44A12) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

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