An inverse problem for stochastic differential systems

DOI10.1023/A:1019285119532MaRDI QIDQ5951335zbMATH OpenOpenAlexFDO

Authors M. I. Tleubergenov

Publication date 14 August 2002

Published in Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1019285119532

zbMATH Keywords

control parameterscontrol vector functiondiffusion matrixdrift coefficientErugin vector functionintegral manifoldItô stochastic second-order differential equationlinear caseMeshcherskij stochastic problemperturbed motion

Mathematics Subject Classification ID

Inverse problems involving ordinary differential equations (34A55) Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(15)

• Identification of chaos representations of elastic properties of random media using experimental vibration tests
• Stochastic inverse problem with indirect control
• On the separation method in stochastic reconstruction problem
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• Solving inverse problems for differential equations by a ``generalized collage method and application to a mean field stochastic model
• On the solvability of the main inverse problem for stochastic differential systems
• Main inverse problem for differential systems with degenerate diffusion
• scientific article; zbMATH DE number 7401643 (Why is no real title available?)
• On the solvability of inverse stochastic problem with indirect control
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• An inverse problem of a linear dynamic system with noise
• On the inverse stochastic problem with indirect control
• On inverse problem of closure of differential systems with degenerate diffusion
• Resolvents of the Ito differential equations multiplicative with respect to the state vector

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