ISSN:
1572-9613
Keywords:
Inverse problem
;
diffusions
;
stochastic differential equations
;
stochastic mechanics
;
quantum mechanics
Source:
Springer Online Journal Archives 1860-2000
Topics:
Physics
Notes:
Abstract We discuss the problem of reconstructing the drift coefficient of a diffusion from the knowledge of the transition probabilities outside a given bounded region in ℝ d ,d〉1. We also give an interpretation of the solution of this inverse problem in the framework of stochastic mechanics.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01023648
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