Inverse problems for random differential equations using the collage method for random contraction mappings
Davide La Torre (),
Herb Kunze and
No unimi-1036, UNIMI - Research Papers in Economics, Business, and Statistics from Universitá degli Studi di Milano
Most natural phenomena or the experiments that explore them are subject to small variations in the environment within which they take place. As a result, data gathered from many runs of the same experiment may well show differences that are most suitably accounted for by a model that incorporates some randomness. Differential equations with random coefficients are one such class of useful models. In this paper we consider such equations as random fixed point equations T(w,x(w)) = x(w), where T : \Omega × X \to X is a random integral operator, \Omega is a probability space and X is a complete metric space. We consider the following inverse problem for such equations: given a set of realizations of the fixed point of T (possibly the interpolations of different observational data sets), determine the operator T or the mean value of its random components, as appropriate. We solve the inverse problem for this class of equations by using the collage theorem.
Keywords: random fixed point equations; random differential equations (search for similar items in EconPapers)
References: Add references at CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed
Downloads: (external link)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:bep:unimip:unimi-1036
Access Statistics for this paper
More papers in UNIMI - Research Papers in Economics, Business, and Statistics from Universitá degli Studi di Milano Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum ().