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Paper detail

The inverse problem for rough controlled differential equations

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.

preprint2014arXivOpen access
I. BailleulJ. Diehl
math.PRmath.CA
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Open access2 authors2 topics
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
Citations: 0Reviews: 0Saves: 0Code: not linkedDataset: not linkedInstitutions: 0

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I. BailleulJ. Diehl

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