THE INVERSE PROBLEM FOR ROUGH CONTROLLED DIFFERENTIAL EQUATIONS

被引：3

作者：

Bailleul, I. ^{[1
]}

Diehl, J. ^{[2
]}

机构：

[1] Univ Rennes 1, IRMAR, F-35042 Rennes, France

[2] Inst Math, D-10623 Berlin, Germany

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 2015年 / 53卷 / 05期

关键词：

rough paths theory; rough differential equations; signal reconstruction;

D O I：

10.1137/140995982

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：2762 / 2780

页数：19

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