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Well-Behaved Itô Equations with Simulations that Always Misbehave

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dc.contributor.authorClements, David J.en
dc.contributor.authorAnderson, Brian D.O.en
dc.date.accessioned2026-01-02T21:41:39Z
dc.date.available2026-01-02T21:41:39Z
dc.date.issued1973en
dc.description.abstractItô equations, including one arising in the theory of optimal filtering of a random telegraph wave, are examined. Although the solutions of the equations are always bounded, simulations of the equation on a digital computer lead to unbounded solutions.en
dc.description.statusPeer-revieweden
dc.format.extent2en
dc.identifier.issn0018-9286en
dc.identifier.otherORCID:/0000-0002-1493-4774/work/174739982en
dc.identifier.scopus0015767782en
dc.identifier.urihttps://hdl.handle.net/1885/733803172
dc.language.isoenen
dc.sourceIEEE Transactions on Automatic Controlen
dc.titleWell-Behaved Itô Equations with Simulations that Always Misbehaveen
dc.typeJournal articleen
dspace.entity.typePublicationen
local.bibliographicCitation.lastpage677en
local.bibliographicCitation.startpage676en
local.contributor.affiliationClements, David J.; University of Newcastleen
local.contributor.affiliationAnderson, Brian D.O.; Department of Electrical Engineeringen
local.identifier.citationvolume18en
local.identifier.doi10.1109/TAC.1973.1100444en
local.identifier.puref949f666-f3a7-48fc-9c40-21bd81d4e5c6en
local.identifier.urlhttps://www.scopus.com/pages/publications/0015767782en
local.type.statusPublisheden

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