The following pages link to Norbert Christopeit (Q1914879):
Displayed 34 items.
- (Q599424) (redirect page) (← links)
- A convergence theorem for random linear combinations of independent normal random variables (Q599426) (← links)
- Controlled Ornstein-Uhlenbeck process with chance constraints (Q755513) (← links)
- On the existence of weak solutions to stochastic differential equations with degenerate diffusion (Q760965) (← links)
- On Benes' bang-bang control problem (Q1051343) (← links)
- Existence of optimal controls for partially observed linear diffusions (Q1054699) (← links)
- Strong consistency of least-squares estimators in the monotone regression model with stochastic regressors (Q1094794) (← links)
- Strong consistency of least squares estimators in linear regression models (Q1156444) (← links)
- Some comments on a simple nonlinear filter with application to adaptive control (Q1330531) (← links)
- Estimating parameters of an extreme value distribution by the method of moments (Q1333101) (← links)
- Linear minimax estimation with ellipsoidal constraints (Q1914880) (← links)
- Strong consistency of the least squares estimator in regression models with adaptive learning (Q2414505) (← links)
- (Q3208555) (← links)
- (Q3312133) (← links)
- (Q3329345) (← links)
- (Q3360771) (← links)
- Local Partitioned Regression (Q3410713) (← links)
- Limited risk control of the ornstein-uhleeck process (Q3671869) (← links)
- Quasi-least-squares estimation in semimartingale regression models (Q3711555) (← links)
- (Q3738414) (← links)
- (Q3865991) (← links)
- (Q3887331) (← links)
- Optimal Stochastic Control with Special Information Patterns (Q3907516) (← links)
- Optimal control for a class of partially observable systems<sup>†</sup> (Q3966030) (← links)
- Necessary Optimality Conditions with Application to a Variational Problem (Q4130593) (← links)
- (Q4171955) (← links)
- A Stochastic Control Model with Chance Constraints (Q4174611) (← links)
- Existence of optimal stochastic controls under partial observation (Q4194857) (← links)
- On the existence and characterization of arbitrage–free measure in contingent claim valuation (Q4286483) (← links)
- ESTIMATING STRUCTURAL PARAMETERS IN REGRESSION MODELS WITH ADAPTIVE LEARNING (Q4599617) (← links)
- Discrete Approximation of Continuous Time Stochastic Control Systems (Q4748033) (← links)
- A Note on the Pricing of American Options (Q4830839) (← links)
- Minimax estimators for linear models with nonrandom disturbances (Q4868745) (← links)
- WEAK CONVERGENCE OF NONLINEAR TRANSFORMATIONS OF INTEGRATED PROCESSES: THE MULTIVARIATE CASE (Q5411514) (← links)