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estimation for drift coefficients in jump-diffusion models 2022-10-04 Paper Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models 2022-06-03...

networks with semi-Markovian jump and time delays 2021-12-13 Paper Stability and stabilization of singular Markovian jump systems by dynamic event-triggered...

sliding mode control for uncertain Markov jump systems 2010-01-08 Paper Stabilization of singular Markovian jump systems with discontinuities and saturating...

\) SMC for Markovian jump systems in a finite-time 2021-06-08 Paper Nonstationary quantized control for discrete-time Markov jump singularly perturbed...

efficiency of high-frequency betas 2022-03-16 Paper Jump factor models in large cross‐sections 2020-01-08 Paper Jump Regressions 2019-01-31 Paper Exact Bayesian...

of Markovian jump systems with time delay 2019-02-08 Paper An anti-windup design to robust \(H_\infty\) control for singular Markovian jump systems with...

Markov jump multi‐agent systems subject to DoS attacks and disturbance 2024-03-20 Paper Hidden Markov model‐based ℋ∞ control for singular Markov jump systems...

in illiquid markets: a fractional jump-diffusion approach 2020-08-28 Paper A bivariate mutually-excited switching jump diffusion (BMESJD) for asset prices...

stability for Markovian jump linear systems associated with a finite number of jump times 2003-10-14 Paper The \(H_2\)-control for jump linear systems: Cluster...

Markovian Jump Descriptor Systems with Sensor Failure and Actuator Saturation 2020-12-18 Paper Dynamic output-feedback control for singular Markovian jump systems...

continuous-time Markov jump linear systems with hidden Markov models 2022-04-07 Paper Fast Switching Detector-Based $H_2$ Control of Markov Jump Linear Systems...

Partially Observed Jump-diffusions 2014-02-19 Paper UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS 2012-11-22...

delayed uncertain jump systems 2024-04-11 Paper Observer-based asynchronous feedback \(H_\infty\) control for delayed fuzzy implicit jump systems under HMM...

Publication Date of Publication Type Reduced-order filtering for semi-Markovian jump systems against randomly occurring false data injection attacks 2023-04-21...

Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities 2011-03-31 Paper Markov jump linear systems and filtering through...

Stabilization of Nonlinear Markovian Jump Systems 2016-03-02 Paper A geometric approach toH∞control of nonlinear Markovian jump systems 2015-07-31 Paper Robust...

in a Jump Bond Market 2011-03-08 Paper The Mean-Variance Hedging in a Bond Market with Jumps 2010-10-07 Paper MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET...

continuous-time jump processes under the expected average payoff criterion 2021-04-23 Paper Average stochastic games for continuous-time jump processes 2021-04-07...

perturbed jump linear systems 2005-03-07 Paper Guaranteed cost control of a Markov jump linear uncertain system using a time-multiplied cost function 2003-10-27...

estimation of drift function in the jump-diffusion model with noisy data 2023-09-22 Paper Evaluating the adequacy of variance function using pairwise distances...