The following pages link to (Q4139359):
Displayed 50 items.
- Mimicking the one-dimensional marginal distributions of processes having an Ito differential (Q1067301) (← links)
- Functional limit theorems for linear statistics from sequential ranks (Q1069552) (← links)
- Inference for thinned point processes, with application to Cox processes (Q1069630) (← links)
- Asymptotic statistical inference for a stochastic heat flow problem (Q1074277) (← links)
- Discrete time Galerkin approximations to the nonlinear filtering solution (Q1075039) (← links)
- Time reversal of infinite-dimensional diffusions (Q1081972) (← links)
- Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm (Q1085933) (← links)
- Multiperiod security markets with differential information (Q1086116) (← links)
- Infinite-dimensional diffusion processes as Gibbs measures on \(C[0,1]^{Z^ d}\) (Q1087253) (← links)
- Rate of convergence of transport processes with an application to stochastic differential equations (Q1093990) (← links)
- Continuity of filtrations of sigma algebras (Q1096953) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- On a partially observable LQG problem for systems with Markovian jumping parameters (Q1101406) (← links)
- A note on a nonlinear semigroup for controlled partially observed diffusions (Q1105561) (← links)
- Stochastic quantization of field theory in finite and infinite volume (Q1110915) (← links)
- Distribution of recirculating lymphocytes: A stochastic model foundation (Q1112751) (← links)
- Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates (Q1113255) (← links)
- The consistency of a nonlinear least squares estimator from diffusion processes (Q1113595) (← links)
- A special semimartingale derivation of smoothing and prediction equations (Q1113864) (← links)
- On the joint nonlinear filtering-smoothing of diffusion processes (Q1113865) (← links)
- Transformations of diffusion and Schrödinger processes (Q1116549) (← links)
- Filtering of some nonlinear diffusions satisfying the general Beneš condition (Q1117891) (← links)
- Mimicking finite dimensional marginals of a controlled diffusion by simpler controls (Q1118906) (← links)
- Robust M-estimators in diffusion processes (Q1119307) (← links)
- A filtering model for Bayesian analysis of failure data contaminated by maintenance (Q1122277) (← links)
- Nonlinear filtering for image restoration (Q1123177) (← links)
- Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
- New explicit filters and smoothers for diffusions with nonlinear drift and measurements (Q1128534) (← links)
- Effects of financial innovations on market volatility when beliefs are heterogeneous (Q1128635) (← links)
- Consumption and portfolio turnpike theorems in a continuous-time finance model (Q1128949) (← links)
- Stetige stochastische Approximation (Q1131815) (← links)
- The Kalman filter (Q1133507) (← links)
- Continuous-time approximations for the nonlinear filtering problem (Q1138527) (← links)
- Information and filtering (Q1143988) (← links)
- Measure-valued processes in the control of partially-observable stochastic systems (Q1145115) (← links)
- Optimal stationary linear control of the Wiener process (Q1146157) (← links)
- Robust filtering for correlated multidimensional observations (Q1151664) (← links)
- A minimum principle for stochastic control problems with output feedback (Q1158396) (← links)
- Diffusions conditionnelles. II. Générateur conditionel. Application au filtrage (Q1159406) (← links)
- Locally most powerful sequential tests for stochastic processes (Q1161022) (← links)
- Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
- Estimation of Markov processes (Q1162978) (← links)
- Régularité des lois conditionnelles en théorie du filtrage non-linéaire et calcul des variations stochastique (Q1165520) (← links)
- Reverse-time diffusion equation models (Q1166836) (← links)
- Existence of optimal controls for a partially observed semimartingale (Q1169739) (← links)
- Estimation and control for linear, partially observable systems with non- Gaussian initial distribution (Q1172611) (← links)
- Pathwise smoothing of Markov processes with noisy observations (Q1172866) (← links)
- Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
- On extremal solutions to stochastic control problems (Q1180333) (← links)
- Testing one-sided hypotheses for the mean of a Gaussian process (Q1181134) (← links)