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

B. I. Ananyev

doi:10.1063/1.4758952

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

Resultado de pesquisa: Conference contribution

Idioma original	English
Título da publicação do anfitrião	Application of Mathematics in Technical and Natural Sciences - 4th International Conference, AMiTaNS 2012: Memorial Volume devoted to Prof. Christo I. Christov
Páginas	143-150
Número de páginas	8
Volume	1487
DOIs	https://doi.org/10.1063/1.4758952
Estado da publicação	Published - 2012
Evento	4th 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 Duração: 11 jun 2012 → 16 jun 2012

Conference

Conference	4th International Conference on Application of Mathematics in Technical and Natural Sciences: Memorial Volume devoted to Prof. Christo I. Christov, AMiTaNS 2012
País	Bulgaria
Cidade	St. Constantine and Helena
Período	11/06/2012 → 16/06/2012

ASJC Scopus subject areas

Physics and Astronomy(all)

WoS ResearchAreas Categories

Mathematics, Applied
Physics, Applied

Acesso ao documento

10.1063/1.4758952

Impressão digital Mergulhe nos tópicos de investigação de “State estimation for linear stochastic differential equations with uncertain disturbances via BSDE approach“. Em conjunto formam uma impressão digital única.

Citar isto

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title = "State estimation for linear stochastic differential equations with uncertain disturbances via BSDE approach",

keywords = "BSDE approach, optimal estimate, random information sets",

author = "Ananyev, {B. I.}",

year = "2012",

doi = "10.1063/1.4758952",

language = "English",

isbn = "9780735410992",

volume = "1487",

pages = "143--150",

booktitle = "Application of Mathematics in Technical and Natural Sciences - 4th International Conference, AMiTaNS 2012: Memorial Volume devoted to Prof. Christo I. Christov",

note = "4th International Conference on Application of Mathematics in Technical and Natural Sciences: Memorial Volume devoted to Prof. Christo I. Christov, AMiTaNS 2012 ; Conference date: 11-06-2012 Through 16-06-2012",

}

Ananyev, BI 2012, State estimation for linear stochastic differential equations with uncertain disturbances via BSDE approach. em Application of Mathematics in Technical and Natural Sciences - 4th International Conference, AMiTaNS 2012: Memorial Volume devoted to Prof. Christo I. Christov. vol. 1487, pp. 143-150, 4th 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, 11/06/2012. https://doi.org/10.1063/1.4758952

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KW - random information sets

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BT - Application of Mathematics in Technical and Natural Sciences - 4th International Conference, AMiTaNS 2012: Memorial Volume devoted to Prof. Christo I. Christov

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