The following pages link to (Q4189915):
Displayed 50 items.
- Estimating the state of a noisy continuous time Markov chain when dynamic sampling is feasible (Q1371009) (← links)
- Belavkin-Kolokoltsov watchdog effects in interactively controlled stochastic computer-graphic dynamic systems (Q1379247) (← links)
- On the interval recurrence property of \((N,d)\)-Ornstein-Uhlenbeck processes (Q1380567) (← links)
- Invariant probabilities for Markov chains on a metric space (Q1380656) (← links)
- Langevin particle in Gaussian noise (Q1594547) (← links)
- Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes (Q1613594) (← links)
- An analytic approximation of solutions of stochastic differential equations (Q1767809) (← links)
- Singularly perturbed diffusisons: Rapid switchings and fast diffusions. (Q1807686) (← links)
- Viscosity solutions of nonlinear integro-differential equations (Q1814669) (← links)
- Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues (Q1819474) (← links)
- Two-parameter diffusion processes and martingales (Q1838773) (← links)
- Tomographic reconstruction by maximum entropy in the mean: Unconstrained reconstructions (Q1855692) (← links)
- Gaussian measures on linear spaces (Q1920991) (← links)
- \(H_\infty\) control for stochastic systems with Poisson jumps (Q1937771) (← links)
- On the mass transport by a Burgers velocity field (Q1963441) (← links)
- Bernstein diffusions for a class of linear parabolic partial differential equations (Q2248932) (← links)
- Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise (Q2250581) (← links)
- De Finetti's contribution to the theory of random functions (Q2270401) (← links)
- Optimal stopping and control of dynamic routing in networks (Q2365520) (← links)
- Risk theory in a stochastic economic environment (Q2368172) (← links)
- On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients (Q2391241) (← links)
- Ambiguous volatility, possibility and utility in continuous time (Q2441233) (← links)
- Stability of the positive point of equilibrium of Nicholson's blowflies equation with stochastic perturbations: numerical analysis (Q2478386) (← links)
- An analytic approximate method for solving stochastic integrodifferential equations (Q2492972) (← links)
- The evolution of periodic population systems under random environments (Q2495294) (← links)
- Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators (Q2495556) (← links)
- Approximating infinite horizon stochastic optimal control in discrete time with constraints (Q2507412) (← links)
- Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients (Q2510016) (← links)
- Premium allocation and risk avoidance in a large firm: A continuous model (Q2638705) (← links)
- Density estimation and adaptive control of Markov processes: Average and discounted criteria (Q2639029) (← links)
- On the construction of the cost in the generalized optimal stopping problem for a random sequence (Q2639416) (← links)
- On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved (Q2640422) (← links)
- A controllable linear stochastic system with delay in the information feedback channel (Q2641276) (← links)
- On solutions of one-dimensional stochastic differential equations without drift (Q3319515) (← links)
- Difference methods for stochastic differential equations with discontinuous coefficients (Q3330242) (← links)
- Finite fuel Wiener-Poisson control (Q3335665) (← links)
- A stability theorem for stochastic differential equations and application to stochastic control problems (Q3347046) (← links)
- Completitud esencial de la clase de controles basados en un proceso suficiente (Q3357291) (← links)
- Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization (Q3592750) (← links)
- Wiener-Poisson control problems† (Q3666740) (← links)
- Strong solutions of stochastic differential equations for multiparameter processes (Q3721529) (← links)
- Transformation formulae for continuous semimartingales and certain non-regular real functions on the sequence space<i>i</i><sup>p</sup> (Q3730738) (← links)
- On stochastic programming ii: dynamic problems under risk<sup>∗</sup> (Q3799818) (← links)
- Stochastic functional differential equations modelling materials with selective recall (Q3821372) (← links)
- On non-preemptive strategies for stochastic scheduling problems in continuous time (Q3905051) (← links)
- Representation of the square integrable martingales generated by a two-parameter Lévy process (Q3933725) (← links)
- Distributed Wiener-Poisson control † (Q3953675) (← links)
- Parameter estimation in continuous-time stochastic processes (Q3965451) (← links)
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (Q3978168) (← links)
- Hattendorff's theorem and Thiele's differential equation generalized (Q4025272) (← links)