Inverse problems for stochastic transport equations
Inverse problems for stochastic transport equations
复制标题
随机输运方程的反问题
DOI：
10.1088/0266-5611/31/1/015005
复制
发表时间：
2015
期刊：
影响因子：
2.1
通讯作者：
S. Peszat
中科院分区：
文献类型：
--
作者：
D. Crisan;Y. Otobe;S. Peszat
讨论了由时间或空间白色噪声驱动的随机线性输运方程的反问题。我们分析随机线性迁移方程依赖于一个未知的潜力，并有加性噪声或乘性噪声。我们表明，可以近似的潜力与任意小的误差时，随机线性迁移方程的解随时间的推移观察在状态空间中的某个固定点。
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.