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Publication:3660807
zbMath0514.65054MaRDI QIDQ3660807
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zakai equationMonte-Carlomean-square approximationorder of erroroptimal errorsample function approximation
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical optimization and variational techniques (65K10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Probabilistic methods, stochastic differential equations (65C99)
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