Applications of the balanced method to stochastic differential equations in filtering (Q4254583)
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scientific article; zbMATH DE number 1310659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of the balanced method to stochastic differential equations in filtering |
scientific article; zbMATH DE number 1310659 |
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Applications of the balanced method to stochastic differential equations in filtering (English)
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1 February 2000
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stochastic differential equations
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strong numerical approximation
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balanced method
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hidden Markov chain filtering
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numerical examples
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signal process
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continuous Markov chain
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Wonham filter
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