Identification of the drift coeffic plank equation from the momer its stationary solution
DOI10.1080/00036819608840487zbMATH Open0864.35117OpenAlexW2059280928MaRDI QIDQ5285387FDOQ5285387
Publication date: 15 June 1997
Published in: Applicable Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00036819608840487
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identificationregularizationinverse problemsnumerical differentiationstochastic perturbationdrift coefficientFokker-Planck diffusion equationmaximum entropy solutionsfinite moment problems
Fokker-Planck equations (35Q84) Inverse problems for PDEs (35R30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Moment problems (44A60) Numerical differentiation (65D25)
Cites Work
- Information Theory and Statistical Mechanics
- The Fokker-Planck equation. Methods of solution and applications.
- I-divergence geometry of probability distributions and minimization problems
- Title not available (Why is that?)
- Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
- Spectral properties of Hankel matrices and numerical solutions of finite moment problems
- How bad are Hankel matrices?
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- Recovering a function from a finite number of moments
- A note about the discretization of finite moment problems
- Hausdorff's moment problem and expansions in Legendre polynomials
- On differentiation of approximately given functions†
- Discrete stability analysis of the mollification method for numerical differentiation
- Moment-matching and best entropy estimation
- Spline approximations to spherically symmetric distributions
- Discrete approximations to spherically symmetric distributions
- Approximate solutions for a finite moment problem
Cited In (5)
- Reconstructing the drift of a diffusion from partially observed transition probabilities
- Inverse problems in Fokker Planck equations
- Fourier-Legendre approximation of a probability density from discrete data
- A stochastic perturbation method for studying inverse problems of dynamics
- An inverse problem for stochastic differential equations
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