Dynamic restoration of the unknown function in the linear stochastic differential equation (Q927587)
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scientific article; zbMATH DE number 5285563
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic restoration of the unknown function in the linear stochastic differential equation |
scientific article; zbMATH DE number 5285563 |
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Dynamic restoration of the unknown function in the linear stochastic differential equation (English)
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9 June 2008
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stochastic differential equation with diffusion
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optimal portfolio selection
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inverse problems
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