The following pages link to Arunabha Bagchi (Q230101):
Displayed 50 items.
- On mean-variance hedging of bond options with stochastic risk premium factor (Q481005) (← links)
- Numerical approaches to linear-quadratic differential games with imperfect observations (Q593991) (← links)
- On input/output maps for nonlinear systems via continuity in a locally convex topology (Q674056) (← links)
- (Q688860) (redirect page) (← links)
- Optimal control problems for distributed parameter systems in Banach spaces (Q688861) (← links)
- Stackelberg differential games in economic models (Q796462) (← links)
- Solutions to a class of linear-quadratic-Gaussian (LQG) stochastic team problems with nonclassical information (Q911536) (← links)
- Boundary value processes: Estimation and identification (Q916209) (← links)
- Filtering and identification of Heston's stochastic volatility model and its market risk (Q959679) (← links)
- Identification of a hereditary system with distributed delay (Q1061085) (← links)
- Parameter identification for stochastic diffusion equations with unknown boundary conditions (Q1099124) (← links)
- (Q1145642) (redirect page) (← links)
- Stackelberg strategies in linear-quadratic stochastic differential games (Q1145643) (← links)
- Linear-quadratic stochastic pursuit-evasion games (Q1155007) (← links)
- Parameter identification for hyperbolic stochastic systems (Q1192547) (← links)
- Continuous time systems identification with unknown noise covariance (Q1222616) (← links)
- A new martingale approach to Kalman filtering (Q1229186) (← links)
- A martingale approach to state estimation in delay-differential systems (Q1231329) (← links)
- Control of linear stochastic time delayed systems (Q1256990) (← links)
- Modeling and feedback control of a flexible arm of a robot for prescribed frequency-domain tolerances (Q1261081) (← links)
- Stochastic games with average payoff criterion (Q1273447) (← links)
- Parameter identification in tidal models with uncertain boundaries (Q1328038) (← links)
- Some recent results in finitely additive white noise theory (Q1332517) (← links)
- White noise theory of robust nonlinear filtering with correlated state and observation noises (Q1333859) (← links)
- Nonlinear smoothing for random fields (Q1346152) (← links)
- Infinite dimensional parameter identification for stochastic parabolic systems (Q1823909) (← links)
- (Q2741092) (← links)
- (Q2888714) (← links)
- (Q3140605) (← links)
- A Martingale Approach to Continuous-Time Linear Smoothing (Q3213591) (← links)
- Parameter identification in infinte dimensional linear systems (Q3329340) (← links)
- Approximation of Itô Integrals Arising in Stochastic Time-Delayed Systems (Q3342311) (← links)
- (Q3358627) (← links)
- (Q3366153) (← links)
- IDENTIFICATION OF AFFINE TERM STRUCTURES FROM YIELD CURVE DATA (Q3564993) (← links)
- (Q3582844) (← links)
- Dynamic asset management with risk-sensitive criterion and non-negative factor constraints: a differential game approach (Q3647589) (← links)
- Nonlinear smoothing algorithms using white noise model (Q3729760) (← links)
- (Q3745670) (← links)
- (Q3754526) (← links)
- Consistent estimates of parameters in noisy dynamical systems† (Q3863805) (← links)
- Modelling and estimation of traffic flow—a martingale approach (Q3875802) (← links)
- Optimal linear stochastic control for systems with multiplicative noise (Q3893792) (← links)
- A Note on Asymptotically Efficient Estimates of Parameters in Continuous-Time Dynamical Systems (Q3902921) (← links)
- Team decision theory for linear continuous-time systems (Q3907357) (← links)
- (Q3937246) (← links)
- Parameter estimation in continuous-time stochastic processes (Q3965451) (← links)
- (Q4003647) (← links)
- Stochastic linear differential game with a square integrable martingale as noise (Q4101695) (← links)
- A minimax property of the Kalman filter (Q4152432) (← links)