✦ LIBER ✦

An estimation problem for linear stochastic equations with memory

✍ Scribed by V. B. Kolmanovskii; A. V. Frolov; L. E. Shaikhet

Publisher: Springer US
Year: 1990
Tongue: English
Weight: 387 KB
Volume: 26
Category: Article
ISSN: 1573-8337
DOI: 10.1007/bf01082694

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An inverse problem for stochastic differ

An inverse problem for stochastic differential equations

✍ S. Albeverio; Ph. Blanchard; S. Kusuoka; L. Streit 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 383 KB

Linear square optimal control problem fo

Linear square optimal control problem for stochastic difference equations with unknown parameters

✍ R.P. Agarwal; L.E. Shaikhet 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 435 KB

The problems of stability and optimal control for stochastic difference equations are receiving important attention now (see, for example, [l-3]). In this paper, the optimal control in final form is obtained for optimal control problem of stochastic linear difference equation with unknown parameters

A multidimensional inverse problem for a

A multidimensional inverse problem for an equation with memory

✍ D. K. Durdiev 📂 Article 📅 1994 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 407 KB

An existence theorem for linear stochast

An existence theorem for linear stochastic differential equations

✍ Jerome A Goldstein 📂 Article 📅 1967 🏛 Elsevier Science 🌐 English ⚖ 475 KB

An atypical problem for linear ordinary

An atypical problem for linear ordinary differential equations

✍ Robert M. Lewis 📂 Article 📅 1964 🏛 John Wiley and Sons 🌐 English ⚖ 406 KB 👁 1 views

An inverse problem for a linear diffusio

An inverse problem for a linear diffusion equation with non-linear boundary condition

✍ Abdullah Shidfar; Hamid R. Nikoofar 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 226 KB