Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems (Q2338074): Difference between revisions

@@ Property / cites work @@
+Stochastic calculus with respect to Gaussian processes
+Normal rank
@@ Property / cites work @@
+Stochastic evolution equations driven by Liouville fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic evolution equations with Volterra noise
+Normal rank
@@ Property / cites work @@
+Infinite dimensional linear systems theory
@@ Property / cites work: Infinite dimensional linear systems theory / rank @@
+Normal rank
@@ Property / cites work @@
+Synthesis of Optimal Control for an Infinite Dimensional Periodic Problem
+Normal rank
@@ Property / cites work @@
+Quadratic control for linear periodic systems
@@ Property / cites work: Quadratic control for linear periodic systems / rank @@
+Normal rank
@@ Property / cites work @@
+Linear-Quadratic Stochastic Differential Games with General Noise Processes
+Normal rank
@@ Property / cites work @@
+Linear-Quadratic Fractional Gaussian Control
@@ Property / cites work: Linear-Quadratic Fractional Gaussian Control / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
+Normal rank
@@ Property / cites work @@
+Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions
+Normal rank
@@ Property / cites work @@
+Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Canonical Representation for Gaussian Processes
@@ Property / cites work: Canonical Representation for Gaussian Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Canonical representations of Gaussian processes and their applications
+Normal rank
@@ Property / cites work @@
+Stochastic Control for Linear Systems Driven by Fractional Noises
+Normal rank
@@ Property / cites work @@
+Approximating some Volterra type stochastic integrals with applications to parameter estimation.
+Normal rank
@@ Property / cites work @@
+About the linear-quadratic regulator problem under a fractional Brownian perturbation
+Normal rank
@@ Property / cites work @@
+On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation
+Normal rank
@@ Property / cites work @@
+Stochastic affine evolution equations with multiplicative fractional noise.
+Normal rank
@@ Property / cites work @@
+Semigroups of linear operators and applications to partial differential equations
+Normal rank
@@ Property / cites work @@
+Multiple stochastic fractional integrals: A transfer principle for multiple stochastic fractional integrals
+Normal rank
@@ Property / cites work @@
+Q3171480
@@ Property / cites work: Q3171480 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3207428
@@ Property / cites work: Q3207428 / rank @@
+Normal rank