The following pages link to (Q3313007):
Displaying 6 items.
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
- A system of stochastic differential equations modeling the Euler and the Navier-Stokes hydrodynamic equations (Q689909) (← links)
- Observer design for nonlinear systems with Markov chain (Q2928288) (← links)
- Estimates for the state density for ordinary differential operators with white gaussian noise potential (Q3308812) (← links)
- Asymptotic expansions for central limit theorems for general linear stochastic processes. II: Models of the general random noise and pulse train processes (Q3852865) (← links)
- (Q4040434) (← links)
