{
  "id": "1104.2729",
  "version": "v2",
  "published": "2011-04-14T11:31:08.000Z",
  "updated": "2011-05-10T05:27:26.000Z",
  "title": "Bayesian inverse problems for Burgers and Hamilton-Jacobi equations with white-noise forcing",
  "authors": [
    "Viet Ha Hoang"
  ],
  "categories": [
    "math.PR",
    "math.AP"
  ],
  "abstract": "The paper formulates Bayesian inverse problems for inference in a topological measure space given noisy observations. Conditions for the validity of the Bayes formula and the well-posedness of the posterior measure are studied. The abstract theory is then applied to Burgers and Hamilton-Jacobi equations on a semi-infinite time interval with forcing functions which are white noise in time. Inference is made on the white noise forcing, assuming the Wiener measure as the prior.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2011-05-10T05:27:26.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "hamilton-jacobi equations",
      "white-noise forcing",
      "paper formulates bayesian inverse problems",
      "white noise",
      "semi-infinite time interval"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2011arXiv1104.2729H"
    }
  }
}