화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.53, No.5, 2762-2780, 2015
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.