Reconstruction of a persistent random walk from exit time distributions

DOI10.1093/IMAMAT/HXT011zbMATH Open1308.82036OpenAlexW1991762517MaRDI QIDQ5176552FDOQ5176552

Authors: Pak-Wing Fok, Qunhui Han, Tom Chou 

Publication date: 26 February 2015

Published in: IMA Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/cd679e187071542e5969d919a3669cfb5b645933

Recommendations

• Reconstructing the transition rate function of a Broadwell random walk from exit times
• A Fokker--Planck Approach to the Reconstruction of a Cell Membrane Potential
• On the reconstruction of diffusions from first-exit time distributions
• Drift reconstruction from first passage time data using the Levenberg-Marquardt method
• Reconstructing the drift of a diffusion from partially observed transition probabilities

zbMATH Keywords

random walkinverse problemtelegrapher's equationBroadwell process

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) PDEs in connection with statistical mechanics (35Q82) Inverse problems for PDEs (35R30) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Cited In (1)

• Reconstructing the transition rate function of a Broadwell random walk from exit times

This page was built for publication: Reconstruction of a persistent random walk from exit time distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5176552)