Identification of Dynamical Systems with Small Noise

Small noise is a good noise. In this work, we are interested in the problems of estimation theory concerned with observations of the diffusion-type process Xo = Xo, 0 ~ t ~ T, (0. 1) where W is a standard Wiener process and St('') is some nonanticipative smooth t function. By the observations X = {X , 0 ~ t ~ T} of this process, we will solve some t of the problems of identification, both parametr...