Parameter identification for deterministic and stochastic differential equations using the "collage method" for fixed point equations
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References listed on IDEAS
- Herb E. KUNZE & Davide LA TORRE & Edward R. VRSCAY, 2008. "From iterated function systems to iterated multifunction systems," Departmental Working Papers 2008-39, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Davide La Torre & Herb Kunze & Edward Vrscay, 2006. "Random fixed point equations and inverse problems by collage theorem," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1030, Universitá degli Studi di Milano.
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KeywordsInverse problems; stochastic differential equations; fixed point equations; Monge-Kantorovich distance; Wasserstein metric; Collage Theorem;
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