On stochastic inverse problem of construction of stable program motion

Abstract

One of the inverse problems of dynamics in the presence of random perturbations is considered. This is the problem of the simultaneous construction of a set of first-order Ito stochastic differential equations with a given integral manifold, and a set of comparison functions. The given manifold is stable in probability with respect to these comparison functions.

Keywords

• stochastic differential equations
• inverse problems
• stability
• integral manifold
• 34-xx
• 60-xx