The following pages link to Wilfried Grecksch (Q260735):
Displaying 50 items.
- Stochastic control of individual's health investments (Q260737) (← links)
- Approximation einer parabolischen Itogleichung. (Approximation of a parabolic Ito equation) (Q580818) (← links)
- Approximation of the stochastic Navier-Stokes equation (Q675323) (← links)
- A stochastic nonlinear evolution equation (Q686819) (← links)
- Parametric signal modelling using Laguerre filters (Q687705) (← links)
- Linear approximation of nonlinear Schrödinger equations driven by cylindrical Wiener processes (Q727474) (← links)
- Fractional white noise calculus in infinite dimensions (Q742072) (← links)
- Optimal order of accuracy of search algorithms in stochastic optimization (Q749450) (← links)
- (Q794345) (redirect page) (← links)
- Parabolische Regularisierung einer hyperbolischen Itogleichung (Q794346) (← links)
- Direction of arrival estimation using stochastic model order reduction via state space modeling (Q810478) (← links)
- (Q915335) (redirect page) (← links)
- Upper bounds for the Beyer ratios of linear congruential generators (Q915336) (← links)
- On the lattice structure of a nonlinear generator with modulus \(2^{\alpha}\) (Q915338) (← links)
- Patchwork rejection algorithms (Q915340) (← links)
- Finite difference method for an optimal control problem of quantum processes (Q918643) (← links)
- A discretization method in designing an optimal filter for systems with delay (Q1178567) (← links)
- Uniform random generation of expressions respecting algebraic identities (Q1179541) (← links)
- Analysis of initial transient deletion for replicated steady-state simulations (Q1183384) (← links)
- On stochastic partial differential equations with unbounded coefficients (Q1202910) (← links)
- Stochastic partial differential equations on manifolds. I (Q1261221) (← links)
- Approximation of stochastic differential equations with modified fractional Brownian motion (Q1267977) (← links)
- A characterization of asymptotic behaviour of maximum likelihood estimators for stochastic PDE's (Q1269536) (← links)
- A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process (Q1270301) (← links)
- Stochastic calculus with respect to free Brownian motion and analysis on Wigner space (Q1272366) (← links)
- Multivalued stochastic integration and backward stochastic differential inclusions (Q1281603) (← links)
- Limiting performance of optimal linear filters (Q1295082) (← links)
- A parabolic stochastic differential equation with fractional Brownian motion input (Q1304058) (← links)
- Periodic in distribution solution for a telegraph equation (Q1307619) (← links)
- Multidimensional assignment formulation of data association problems arising from multitarget and multisensor tracking (Q1318276) (← links)
- Minimax estimation in uncertain-stochastic linear differential systems (Q1319737) (← links)
- Optimality of locally optimal solutions of linear-quadratic control and filtering problems (Q1319743) (← links)
- Asymptotic expansions of Bayes estimators for small diffusions (Q1326339) (← links)
- Numerical methods for linear boundary value problems based on Feynman-Kac representations (Q1330672) (← links)
- The Pareto optimality for a system governed by a nonlinear equation of parabolic type (Q1333671) (← links)
- Generalized nonlinear variational inequalities with nonmonotone set- valued mappings (Q1334813) (← links)
- Pathwise approximation and simulation for the Zakai filtering equation through operator splitting (Q1346980) (← links)
- Convergence rates for stopped random sums (Q1347148) (← links)
- Numerical method for investigation of stability of stochastic integro-differential equations (Q1360543) (← links)
- On the optimal control of stochastic linear systems with contaminated partial observations (Q1367937) (← links)
- On asymptotic problems of parameter estimation in stochastic PDE's: Discrete time sampling (Q1368863) (← links)
- Generalized solutions of linear parabolic stochastic partial differential equations (Q1389844) (← links)
- Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems (Q1397025) (← links)
- Kolmogorov equations in Hilbert spaces with application to essential self-adjointness of symmetric diffusion operators (Q1568368) (← links)
- A simulation tool to evaluate the performance of finite-source queuing models (Q1586608) (← links)
- On the use of random walk models with spatially variable diffusivity (Q1802301) (← links)
- Adaptive optimization of the Monte-Carlo method (Q1842446) (← links)
- Identification of linear stochastic systems based on partial information (Q1897834) (← links)
- Note on strong solutions of a stochastic inclusion (Q1897838) (← links)
- Massively parallel SIMD simulation of Markovian DEDS: Event and time synchronous methods (Q1901407) (← links)
