An asymptotically efficient difference formula for solving stochastic differential equations
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Publication:4727939
DOI10.1080/17442508608833423zbMath0618.60053OpenAlexW2076201245MaRDI QIDQ4727939
Publication date: 1986
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508608833423
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)
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