The Inverse Problem for Rough Controlled Differential Equations
نویسندگان
چکیده
We provide a necessary and sufficient condition for a rough control driving a differential equation to be reconstructable, to some order, from observing the resulting controlled evolution. Physical examples and applications in stochastic filtering and statistics demonstrate the practical relevance of our result.
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ورودعنوان ژورنال:
- SIAM J. Control and Optimization
دوره 53 شماره
صفحات -
تاریخ انتشار 2015