An Inverse Problem for a Class of Linear Stochastic Evolution Equations

Yuhuan Zhao

Journal of Applied Mathematics, 2012, vol. 2012, issue 1

Abstract: An inverse problem for a linear stochastic evolution equation is researched. The stochastic evolution equation contains a parameter with values in a Hilbert space. The solution of the evolution equation depends continuously on the parameter and is Fréchet differentiable with respect to the parameter. An optimization method is provided to estimate the parameter. A sufficient condition to ensure the existence of an optimal parameter is presented, and a necessary condition that the optimal parameter, if it exists, should satisfy is also presented. Finally, two examples are given to show the applications of the above results.

Date: 2012
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1155/2012/921038

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2012:y:2012:i:1:n:921038

Access Statistics for this article

More articles in Journal of Applied Mathematics from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().