scientific article; zbMATH DE number 4169827

zbMATH Open0711.60099MaRDI QIDQ3497012FDOQ3497012

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Publication date: 1989

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zbMATH Keywords

filteringnumerical algorithmsboundary value problem with discontinuities of solutions

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Ordinary differential equations and systems with randomness (34F05)

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