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Problem of reconstructing a disturbance in a linear stochastic equation: the case of incomplete information - MaRDI portal

Problem of reconstructing a disturbance in a linear stochastic equation: the case of incomplete information (Q2514864)

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Problem of reconstructing a disturbance in a linear stochastic equation: the case of incomplete information
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    Problem of reconstructing a disturbance in a linear stochastic equation: the case of incomplete information (English)
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    4 February 2015
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    stochastic differential equation
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    reconstruction of disturbance
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    inverse problem
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    incomplete input information
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    ordinary differential equation
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    algorithm
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