An inverse problem for stochastic differential systems

DOI10.1023/A:1019285119532zbMath0991.60046OpenAlexW134758204MaRDI QIDQ5951335

Marat 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

integral manifoldcontrol parameterscontrol vector functiondiffusion matrixdrift coefficientErugin vector functionItô stochastic second-order differential equationlinear caseMeshcherskij stochastic problemperturbed motion

Mathematics Subject Classification ID

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

Related Items (7)

On the separation method in stochastic reconstruction problem ⋮ Stochastic inverse problem with indirect control ⋮ ON INVERSE PROBLEM OF CLOSURE OF DIFFERENTIAL SYSTEMS WITH DEGENERATE DIFFUSION ⋮ Main inverse problem for differential systems with degenerate diffusion ⋮ On the inverse stochastic reconstruction problem ⋮ On the solvability of the main inverse problem for stochastic differential systems ⋮ Identification of chaos representations of elastic properties of random media using experimental vibration tests

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