Well-behaved Itô equations with simulations that always misbehave
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Publication:5181609
DOI10.1109/TAC.1973.1100444zbMath0272.93011MaRDI QIDQ5181609
Brian D. O. Anderson, David J. Clements
Publication date: 1973
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E10: Estimation and detection in stochastic control theory
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