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 ℝd,d>1. We also give an interpretation of the solution of this inverse problem in the framework of stochastic mechanics.
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This paper is dedicated to the dear memory of Paola Calderoni.
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Albeverio, S., Blanchard, P., Kusuoka, S. et al. An inverse problem for stochastic differential equations. J Stat Phys 57, 347–356 (1989). https://doi.org/10.1007/BF01023648
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DOI: https://doi.org/10.1007/BF01023648