Well-behaved Itô equations with simulations that always misbehave

DOI10.1109/TAC.1973.1100444zbMath0272.93011MaRDI QIDQ5181609

David J. Clements, Brian D. O. Anderson

Publication date: 1973

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

Related Items (4)

A survey of numerical methods for stochastic differential equations ⋮ Simulation of multivariable non-linear stochastic systems ⋮ A model-based monitor of human sleep stages ⋮ An optimal monitor of the electroencephalographic sigma sleep state

This page was built for publication: Well-behaved Itô equations with simulations that always misbehave