Digital Filtering of Random Digits

DOI10.1137/0707016MaRDI QIDQ5607540zbMATH OpenOpenAlexFDO

Authors Gray Jennings

Publication date 1970

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0707016

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Error analysis and interval analysis (65G99) Complexity and performance of numerical algorithms (65Y20) Filtering in stochastic control theory (93E11)

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