On recovering parabolic diffusions from their time-averages
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The final publication is available at Springer via http://dx.doi.org/10.1007/s00526-018-1464-1
The paper study a possibility to recover a parabolic diffusion from its time-average when the values at the initial time are unknown. This problem can be reformulated as a new boundary value problem where a Cauchy condition is replaced by a prescribed time-average of the solution. It is shown that this new problem is well-posed in certain classes of solutions. The paper establishes existence, uniqueness, and a regularity of the solution for this new problem and its modifications, including problems with singled out terminal values.
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