The following pages link to (Q4139359):
Displayed 50 items.
- Term structure of interest rates: The martingale approach (Q583070) (← links)
- Stochastic control for stabilization of sludge loading characteristics in an aerobic waste water treatment system (Q584222) (← links)
- Conditionally optimal estimation in stochastic differential systems (Q594471) (← links)
- On the existence of optimal partially observed controls (Q594835) (← links)
- Large deviations for a simple closed queueing model (Q688643) (← links)
- Limit non-stationary behavior of large closed queueing networks with bottlenecks (Q688645) (← links)
- On pathwise rate conservation for a class of semi-martingales (Q689175) (← links)
- Asymptotic behavior of M-estimator and related random field for diffusion process (Q756893) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- A note on statistical inference for a class of diffusions and approximate diffusions (Q760738) (← links)
- On the existence of weak solutions to stochastic differential equations with degenerate diffusion (Q760965) (← links)
- Conditionally bilinear filter with tracking application (Q787579) (← links)
- Inference for the diffusion models of neuronal activity (Q788449) (← links)
- A note on a simplified approach to the valuation of risky streams (Q788598) (← links)
- Coalescing and noncoalescing stochastic flows in \(R_ 1\) (Q791968) (← links)
- Continuity properties of Hilbert space valued martingales (Q794341) (← links)
- Remarks on the finite energy condition in additive white noise filtering (Q800882) (← links)
- Interchanging the order of differentiation and stochastic integration (Q801399) (← links)
- An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods (Q801869) (← links)
- Filtering for a logistic equation (Q804082) (← links)
- The value of the option to `wait and see' (Q806651) (← links)
- Further results on asset pricing with incomplete information (Q809856) (← links)
- A variational problem arising in financial economics (Q811312) (← links)
- Dwell-time controllers for stochastic systems with switching Markov chain (Q813993) (← links)
- Minimax estimation for singular linear multivariate models with mixed uncertainty (Q860340) (← links)
- The Wiener disorder problem with finite horizon (Q860699) (← links)
- Duality theorem for the stochastic optimal control problem (Q860701) (← links)
- A new approach to Poisson approximation of simple point processes using compensators (Q867098) (← links)
- Binary market models with memory (Q871007) (← links)
- On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term (Q880157) (← links)
- Convergence rates of posterior distributions for Brownian semimartingale models (Q882885) (← links)
- Uniform concentration inequality for ergodic diffusion processes (Q886111) (← links)
- On Kalman filtering for conditionally Gaussian systems with random matrices (Q912064) (← links)
- Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
- Nonlinear filtering of reflecting diffusion processes (Q919705) (← links)
- MLE for partially observed diffusions: Direct maximization vs. the EM algorithm (Q921782) (← links)
- Bayesian inference for functional response in a stochastic predator-prey system (Q932027) (← links)
- The demand for information: More heat than light (Q936629) (← links)
- Optimal portfolio choice for unobservable and regime-switching mean returns (Q951435) (← links)
- The peso problem hypothesis and stock market returns (Q951490) (← links)
- Strong solutions to stochastic Volterra equations (Q953492) (← links)
- Non-linear filtering with discontinuous observations and applications to life sciences (Q1050961) (← links)
- Existence of optimal controls for partially observed linear diffusions (Q1054699) (← links)
- Estimating the mean function of a Gaussian process and the Stein effect (Q1055133) (← links)
- Levy's stochastic area formula in higher dimensions (Q1056147) (← links)
- Least-squares state estimation of systems with state-dependent observation noise (Q1059039) (← links)
- Identification of a hereditary system with distributed delay (Q1061085) (← links)
- Decomposition and stability of linear systems with multiplicative noise (Q1061087) (← links)
- Periodic behavior of the stochastic Brusselator in the mean-field limit (Q1065460) (← links)
- Mortality and aging in a heterogeneous population: A stochastic process model with observed and unobserved variables (Q1065748) (← links)