scientific article; zbMATH DE number 1380005

zbMath0935.65003MaRDI QIDQ4705071

D. F. Kuznetsov

Publication date: 16 December 1999

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

zbMATH Keywords

stabilityparameter estimationtextbookstochastic differential equationsfilteringmultiple stochastic integralsoptimal stochastic controlstochastic dynamical systemsItô integralsstochastic Itô-Taylor expansion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Stochastic integrals (60H05) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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