The following pages link to (Q3996875):
Displaying 39 items.
- Exhaustive study of the noise-induced phase transition in a stochastic model of self-catalyzed reactions (Q341256) (← links)
- Optimizing quasilinear stochastic dynamical systems with complex structure (Q650066) (← links)
- Information-measuring diagnostics complex for technical maintenance (Q664280) (← links)
- Description of evaporation of a spherical liquid drop by a non-Markovian random process based on integral stochastic equations (Q664806) (← links)
- Algorithm for the continuous estimation of a disturbance in a stochastic differential equation (Q741197) (← links)
- Two-stage algorithm for estimation of nonlinear functions of state vector in linear Gaussian continuous dynamical systems (Q786092) (← links)
- Nonlinear filtering for a dust-perturbed two-body model (Q840279) (← links)
- A two-body continuous-discrete filter (Q840358) (← links)
- Minimax control of a process in a linear uncertain-stochastic system with incomplete data (Q927595) (← links)
- Application of integral transforms to a description of the Brownian motion by a non-Markovian random process (Q1048617) (← links)
- Stationary and stationarizable regimes in normal stochastic differential systems (Q1314078) (← links)
- An approximate method for analysing stochastic mechanical systems (Q1315549) (← links)
- Stochastic mechanical systems with a non-retaining constraint (Q1359894) (← links)
- The motion of a randomly perturbed Chaplygin sledge (Q1369935) (← links)
- Stochastic inverse problem with indirect control (Q1701784) (← links)
- Equilibrium temperature fluctuations of molecular and photonic gases in a spherical microcavity (Q1943796) (← links)
- Optimal control of quasi-linear systems of the diffusion type under incomplete information on the state (Q1951887) (← links)
- Finite-dimensional distributions of invariant measure in nonlinear stochastic differential systems (Q1974979) (← links)
- On terminal optimal linear filtering of a convolution of the state vector of an information process (Q2017532) (← links)
- In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories (Q2034820) (← links)
- On the separation method in stochastic reconstruction problem (Q2134997) (← links)
- Moment characteristic method in the optimal control theory of diffusion-type stochastic systems (Q2173800) (← links)
- On the solvability of stochastic Helmholtz problem (Q2227220) (← links)
- On the inverse stochastic reconstruction problem (Q2251862) (← links)
- On a problem of perturbation restoration in stochastic differential equation (Q2261742) (← links)
- Solution to differential equation with time continuous Markov coefficient (Q2262954) (← links)
- An algorithm for synthesis of the suboptimal control law for quasi-linear stochastic dynamical systems (Q2263870) (← links)
- On the solvability of the main inverse problem for stochastic differential systems (Q2278727) (← links)
- Reconstruction of external actions under incomplete information in a linear stochastic equation (Q2362429) (← links)
- Specific optimal estimation of special Markov jump processes (Q2371600) (← links)
- Main inverse problem for differential systems with degenerate diffusion (Q2440087) (← links)
- Problem of reconstructing a disturbance in a linear stochastic equation: the case of incomplete information (Q2514864) (← links)
- Reconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinates (Q2630032) (← links)
- (Q3389042) (← links)
- A guaranteed control problem for a linear stochastic differential equation (Q4581416) (← links)
- Matrices whose inverses are tridiagonal, band or block-tridiagonal and their relationship with the covariance matrices of a random Markov process (Q5080755) (← links)
- Dynamics of a stochastically perturbed two-body problem (Q5443759) (← links)
- New results on stochastic system modeling (Q5965080) (← links)
- Application of integral transforms to a description of the Brownian motion by a non-Markovian random process (Q5966419) (← links)
