2 papers
math.NA2026
On MAP estimates and source conditions for drift identification in SDEs
Daniel Tenbrinck, Nikolas Uesseler, Philipp Wacker +1
We consider the inverse problem of identifying the drift in an SDE from observations of its solution at distinct time points. We derive a corresponding MAP estimate, we p…
math.SP2025
Duality Perspective on Nonlinear Eigenproblems
Jonathan Laubmann, Manuel Friedrich, Daniel Tenbrinck
We investigate nonlinear eigenproblems for a broad class of proper, closed, convex functionals in reflexive Banach spaces. We develop a dual formulation of the nonlinear eigenprobl…