A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2018; you can also visit the original URL.
The file type is application/pdf
.
Constructing continuous stationary covariances as limits of the second-order stochastic difference equations
2013
Inverse Problems and Imaging
In Bayesian statistical inverse problems the a priori probability distributions are often given as stochastic difference equations. We derive a certain class of stochastic partial difference equations by starting from second-order stochastic partial differential equations in one and two dimensions. We discuss discretisation schemes on uniform lattices of these stationary continuous-time stochastic processes and convergence of the discrete-time processes to the continuous-time processes. A
doi:10.3934/ipi.2013.7.611
fatcat:aawjvqayijgs5ns5hyxngqt5ve