State estimation for linear stochastic differential equations with uncertain disturbances via BSDE approach

Research output: Chapter in Book/Report/Conference proceedingConference contribution

10 Citations (Scopus)
Original languageEnglish
Title of host publicationApplication of Mathematics in Technical and Natural Sciences - 4th International Conference, AMiTaNS 2012: Memorial Volume devoted to Prof. Christo I. Christov
Pages143-150
Number of pages8
Volume1487
DOIs
Publication statusPublished - 2012
Event4th International Conference on Application of Mathematics in Technical and Natural Sciences: Memorial Volume devoted to Prof. Christo I. Christov, AMiTaNS 2012 - St. Constantine and Helena, Bulgaria
Duration: 11 Jun 201216 Jun 2012

Conference

Conference4th International Conference on Application of Mathematics in Technical and Natural Sciences: Memorial Volume devoted to Prof. Christo I. Christov, AMiTaNS 2012
CountryBulgaria
CitySt. Constantine and Helena
Period11/06/201216/06/2012

Keywords

  • BSDE approach
  • optimal estimate
  • random information sets

ASJC Scopus subject areas

  • Physics and Astronomy(all)

WoS ResearchAreas Categories

  • Mathematics, Applied
  • Physics, Applied

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