Problem of reconstructing a disturbance in a linear stochastic equation: the case of incomplete information

DOI10.1134/S0081543814090168zbMath1323.60081OpenAlexW1982074577MaRDI QIDQ2514864

V. L. Rozenberg

Publication date: 4 February 2015

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

Full work available at URL: https://doi.org/10.1134/s0081543814090168

zbMATH Keywords

algorithmstochastic differential equationinverse problemordinary differential equationincomplete input informationreconstruction of disturbance

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inverse problems involving ordinary differential equations (34A55) Numerical solution of inverse problems involving ordinary differential equations (65L09)

Cites Work

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• Dynamical inverse problems of distributed systems
• On a problem of perturbation restoration in stochastic differential equation
• On a reconstruction algorithm for the trajectory and control in a delay system
• Dynamic reconstruction of disturbances in stochastic differential equations

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