Applications of the balanced method to stochastic differential equations in filtering (Q4254583): Difference between revisions

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Latest revision as of 19:50, 19 March 2024

scientific article; zbMATH DE number 1310659
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English
Applications of the balanced method to stochastic differential equations in filtering
scientific article; zbMATH DE number 1310659

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    Applications of the balanced method to stochastic differential equations in filtering (English)
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    1 February 2000
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    stochastic differential equations
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    strong numerical approximation
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    balanced method
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    hidden Markov chain filtering
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    numerical examples
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    signal process
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    continuous Markov chain
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    Wonham filter
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