The following pages link to (Q3206067):
Displaying 10 items.
- Semimartingales with values in \(R^m_+\) (Q1138297) (← links)
- Little's theorem: A stochastic integral approach (Q1205364) (← links)
- LAMN in a class of parametric models for null recurrent diffusions (Q1656853) (← links)
- Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues (Q1819474) (← links)
- Strategic insider trading equilibrium: a filter theory approach (Q1945309) (← links)
- Polynomial-Gaussian solutions of stochastic differential equations (Q2255592) (← links)
- Adaptive control of Fisher information (Q2577238) (← links)
- On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739) (← links)
- Accuracy of Some Approximate Gaussian Filters for the Navier--Stokes Equation in the Presence of Model Error (Q4627434) (← links)
- Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (Q5190278) (← links)
