The following pages link to (Q3042118):
Displaying 27 items.
- A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
- Finite-dimensional approximations for the equation of nonlinear filtering derived in mild form (Q579749) (← links)
- Properties of solutions of stochastic differential equations (Q1060771) (← links)
- Nonlinear filtering and Riemannian scalar curvature, \({\mathbb{R}}\) (Q1096965) (← links)
- Entropy production in stochastic Riemannian geometries with applications to chemical ecology (Q1096966) (← links)
- A short proof of a martingale representation result (Q1103266) (← links)
- Direct solutions of Kolmogorov's equations by stochastic flows (Q1124208) (← links)
- On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equations (Q1124209) (← links)
- Martingale representation and hedging policies (Q1177217) (← links)
- A class of semilinear stochastic partial differential equations and their controls: Existence results (Q1208933) (← links)
- The existence of smooth densities for the prediction filtering and smoothing problems (Q1823912) (← links)
- The variational principle for optimal control of diffusions with partial information (Q1825430) (← links)
- Martingale representation and the Malliavin calculus (Q1826205) (← links)
- On uniqueness of solutions for the stochastic differential equations of nonlinear filtering (Q1872446) (← links)
- On stochastic Langevin and Fokker-Planck equations: the two-dimensional case (Q2064317) (← links)
- Kusuoka-Stroock gradient bounds for the solution of the filtering equation (Q2261952) (← links)
- Hypoellipticity for filtering problems of partially observable diffusion processes (Q2343029) (← links)
- Stabilisation of linear PDEs by Stratonovich noise (Q2503643) (← links)
- A small time approximation for the solution to the Zakai equation (Q2687076) (← links)
- Hypoellipticity theorems and conditional laws (Q3037889) (← links)
- On the small time behavior of the nonlinear estimation problem for finite bandwidth signals (Q3795577) (← links)
- Équations du filtrage non linéaire de la prédiction et du lissage (Q3953671) (← links)
- (Q4538018) (← links)
- On the Cauchy problem for stochastic parabolic equations in Hölder spaces (Q4645096) (← links)
- Backward Nonlinear Smoothing Diffusions (Q5005710) (← links)
- Stochastic Flows and Jump-Diffusions (Q5139203) (← links)
- Martingale representation theorem for G-Brownian motion (Q5742382) (← links)
