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zbMath0783.60045MaRDI QIDQ3138644

Henri Schurz, Eckhard Platen, Peter E. Kloeden

Publication date: 14 March 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Wiener process approximate discrete time filters for continuous time finite-state Markov chains

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (4)

Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process ⋮ Exact and approximate hidden Markov chain filters based on discrete observations ⋮ Stability of weak numerical schemes for stochastic differential equations ⋮ Stability of weak numerical schemes for stochastic differential equations

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