Drift coefficient inversion problem of Kolmogorov-type equation
Kolmogorov-type equations often appear in stochastic analysis and have important applications in financial derivatives pricing, stochastic control and other fields. In this paper, we consider an inverse problem of reconstructing drift coefficient in a Kolmogorov-type equation. Being different from o...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2021-01-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | http://www.aimspress.com/article/doi/10.3934/math.2021205?viewType=HTML |