Andrew J. Heunis

Available identifiers

zbMath Open heunis.andrew-jMaRDI QIDQ1081206

List of research outcomes

Publication	Date of Publication	Type
Quadratic Hedging with Mixed State and Control Constraints	2019-02-25	Paper
Quadratic minimization with portfolio and intertemporal wealth constraints	2017-11-16	Paper
Utility Maximization in a Regime Switching Model with Convex Portfolio Constraints and Margin Requirements: Optimality Relations and Explicit Solutions	2015-09-14	Paper
Quadratic minimization with portfolio and terminal wealth constraints	2015-06-26	Paper
Quadratic risk minimization in a regime-switching model with portfolio constraints	2012-11-29	Paper
The innovations problem	2011-07-13	Paper
Conjugate duality in problems of constrained utility maximization	2010-03-18	Paper
On the innovations conjecture of nonlinear filtering with dependent data	2009-11-20	Paper
Convex duality in constrained mean-variance portfolio optimization	2007-04-26	Paper
Strong invariance principle for singular diffusions.	2005-11-29	Paper
On the Poisson equation for singular diffusions	2005-08-25	Paper
Convergence of nonlinear filters for randomly perturbed dynamical systems	2003-12-16	Paper
On uniqueness of solutions for the stochastic differential equations of nonlinear filtering	2003-05-06	Paper
Law of the Iterated Logarithm for a Constant-Gain Linear Stochastic Gradient Algorithm	2000-10-18	Paper
Averaging principle for diffusion processes	1999-01-18	Paper
Strong diffusion approximations for recursive stochastic algorithms	1997-01-01	Paper
Strong convergence in the stochastic averaging principle	1995-05-30	Paper
A law of the iterated logarithm for stochastic processes defined by differential equations with a small parameter	1994-11-20	Paper
Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data	1994-04-26	Paper
Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter	1993-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q3974820	1992-06-26	Paper
On the stochastic differential equations of filtering theory	1990-01-01	Paper
On the stochastic differential equations of filtering theory	1990-01-01	Paper
Asymptotic properties of prediction error estimators in approximate system identification	1988-01-01	Paper
Non-linear filtering of rare events with large signal-to-noise ratio	1987-01-01	Paper
On the prevalence of stochastic differential equations with unique strong solutions	1986-01-01	Paper
A limit theorem for the martingale problem and continuous dependence of the solutions of stochastic differential equations	1986-01-01	Paper
Use of a Monte Carlo method in an algorithm which solves a set of functional inequalities	1985-01-01	Paper
Continuous dependence of the solutions of an ordinary differential equation	1984-01-01	Paper
Solving nonlinear inequalities in a finite number of iterations	1981-01-01	Paper

Research outcomes over time

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