Dynamic restoration of the unknown function in the linear stochastic differential equation (Q927587)

From MaRDI portal





scientific article; zbMATH DE number 5285563
Language Label Description Also known as
default for all languages
No label defined
    English
    Dynamic restoration of the unknown function in the linear stochastic differential equation
    scientific article; zbMATH DE number 5285563

      Statements

      Dynamic restoration of the unknown function in the linear stochastic differential equation (English)
      0 references
      0 references
      9 June 2008
      0 references
      stochastic differential equation with diffusion
      0 references
      optimal portfolio selection
      0 references
      inverse problems
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references