On the separation method in stochastic reconstruction problem

Abstract

The inverse problem of reconstruction second-order Ito stochastic differential equations by the given properties of motion is solved when control is included in the drift coefficient. By using the separation method, the form of control parameters is determined that provides sufficient conditions for the existence of a given integral manifold for the nonlinear, linear, and scalar cases.

Keywords

• ito stochastic equations
• reconstruction problem
• separation method
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• 34a55