PS : Thanh-Mai Pham-Ngoc (Paris-Saclay) : déconvolution statistique de l’équation de Fokker-Planck libre à temps fixé
We are interested in reconstructing the initial condition of the free Fokker-Planck equation from the observation of a Dyson Brownian motion at a given time t>0. We propose a nonparametric estimator of the density of the initial condition obtained by