Dynamic reconstruction of disturbances in stochastic differential equations

DOI10.1134/S0965542511100101zbMath1249.60150OpenAlexW1992220901MaRDI QIDQ2901096

V. L. Rozenberg

Publication date: 16 July 2012

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0965542511100101

zbMATH Keywords

stochastic differential equationsdynamic inversion theoryfinite-step solving algorithm

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Related Items (2)

Reconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinates ⋮ Problem of reconstructing a disturbance in a linear stochastic equation: the case of incomplete information

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