Clements, David J.Anderson, Brian D.O.2026-01-022026-01-020018-9286ORCID:/0000-0002-1493-4774/work/174739982https://hdl.handle.net/1885/733803172Itô 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.2enWell-Behaved Itô Equations with Simulations that Always Misbehave197310.1109/TAC.1973.11004440015767782