Inverse problems for stochastic transport equations
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Accepted version
Author(s)
Crisan, D
Otobe, Y
Peszat, S
Type
Journal Article
Abstract
Inverse problems for stochastic linear transport equations driven by a temporal or spatial white noise are discussed. We analyse stochastic linear transport equations which depend on an unknown potential and have either additive noise or multiplicative noise. We show that one can approximate the potential with arbitrary small error when the solution of the stochastic linear transport equation is observed over time at some fixed point in the state space.
Date Issued
2015-01-06
Date Acceptance
2014-11-24
Citation
Inverse Problems, 2015, 31 (1)
ISSN
0266-5611
Publisher
IOP
Journal / Book Title
Inverse Problems
Volume
31
Issue
1
Copyright Statement
©2015 IOP Publishing Ltd.
Subjects
Applied Mathematics
0101 Pure Mathematics
0102 Applied Mathematics
0105 Mathematical Physics
Publication Status
Published
Article Number
015005