Forward and backward semimartingale models for gaussian processes with stationary increments (Q3685763): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442508508833347
+Normal rank
@@ Property / OpenAlex ID @@
+W2080522867
@@ Property / OpenAlex ID: W2080522867 / rank @@
+Normal rank
@@ Property / cites work @@
+Smoothing algorithms for nonlinear finite-dimensional systems
+Normal rank
@@ Property / cites work @@
+Reverse-time diffusion equation models
@@ Property / cites work: Reverse-time diffusion equation models / rank @@
+Normal rank
@@ Property / cites work @@
+An Introductory Approach to Duality in Optimal Stochastic Control
+Normal rank
@@ Property / cites work @@
+Q3905961
@@ Property / cites work: Q3905961 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5730397
@@ Property / cites work: Q5730397 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5727906
@@ Property / cites work: Q5727906 / rank @@
+Normal rank
@@ Property / cites work @@
+On backward stochastic differential equations
@@ Property / cites work: On backward stochastic differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+On the Stochastic Realization Problem
@@ Property / cites work: On the Stochastic Realization Problem / rank @@
+Normal rank
@@ Property / cites work @@
+On a condition for minimality of Markovian splitting subspaces
+Normal rank
@@ Property / cites work @@
+Q5552132
@@ Property / cites work: Q5552132 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5587587
@@ Property / cites work: Q5587587 / rank @@
+Normal rank
@@ Property / cites work @@
+Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control
+Normal rank
@@ Property / cites work @@
+Gaussian quasimartingales
@@ Property / cites work: Gaussian quasimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Programming Conditions for Partially Observable Stochastic Systems
+Normal rank
@@ Property / cites work @@
+A comparison of stochastic integrals
@@ Property / cites work: A comparison of stochastic integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Q4099504
@@ Property / cites work: Q4099504 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4405392
@@ Property / cites work: Q4405392 / rank @@
+Normal rank