Filtering for systems modelled by variational inequalities associated with the one phase stochastic Stefan problem (Q3783922)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering for systems modelled by variational inequalities associated with the one phase stochastic Stefan problem |
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Filtering for systems modelled by variational inequalities associated with the one phase stochastic Stefan problem (English)
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1988
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one phase stochastic Stefan problem
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stochastic variational inequality
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filering equation
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noisy observations
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martingale representation
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finite difference approximation
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