Estimation of the evolution of a random set

DOI10.1134/S0081543817020043zbMath1372.65011MaRDI QIDQ2362415

B. I. Anan'ev

Publication date: 7 July 2017

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationMarkov chainrandom closed setIto differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

About an estimation problem of a linear system with delay of information

Cites Work

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• Dynamics and control of trajectory tubes. Theory and computation
• Set-valued assessments of solutions to stochastic differential equations with random set parameters
• Approximations of upper and lower probabilities by measurable selections
• Measurable relations
• An Introduction to Random Sets
• Theory of Random Sets
• Stochastic differential equations. An introduction with applications.

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