Open AccessAlgorithm of Dynamical Input Reconstruction for a Stochastic Differential Equation: Tuning of Parameters and Numerical Experiments
Author(s) -
Лидия Антоновна Мельникова,
Valerii Rozenberg
Publication year - 2019
Publication title -
bulletin of the south ural state university series computational mathematics and software engineering
Language(s) - English
Resource type - Journals
eISSN - 2410-7034
pISSN - 2305-9052
DOI - 10.14529/cmse190402
Subject(s) - stochastic differential equation , mathematics , ordinary differential equation , a priori and a posteriori , differential equation , stochastic process , covariance , mathematical optimization , dynamical systems theory , convergence (economics) , algorithm , mathematical analysis , physics , philosophy , statistics , epistemology , quantum mechanics , economic growth , economics
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