| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q4925771 | 2013-06-12 | Paper |
| A Degenerate Variance Control Problem with Discretionary Stopping | 2009-05-22 | Paper |
| Degenerate variance control in the one-dimensional stationary case | 2005-03-08 | Paper |
| Learning Complexity Dimensions for a Continuous-Time Control System | 2005-02-28 | Paper |
| A leavable bounded-velocity stochastic control problem. | 2005-02-25 | Paper |
| Control with partial observations and an explicit solution of Mortensen's equation | 2004-10-28 | Paper |
| Learning with side information: PAC learning bounds | 2004-08-10 | Paper |
| Exponential stability in discrete-time filtering for non-ergodic signal. | 2002-08-29 | Paper |
| Finite-Fuel Singular Control With Discretionary Stopping | 2002-02-19 | Paper |
| Degenerate Variance Control of a One-Dimensional Diffusion | 2000-10-18 | Paper |
| Asymptotic stability of beneš filters | 2000-10-03 | Paper |
| Relative entropy and error bounds for filtering of Markov processes | 2000-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4227220 | 1999-08-31 | Paper |
| Exponential stability of discrete-time filters for bounded observation noise | 1998-07-22 | Paper |
| Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition | 1996-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4698315 | 1995-07-27 | Paper |
| The finite–horizon version for a partially–observed stochastic control problem of benesš & rishel | 1995-02-06 | Paper |
| A stochastic feynman-kac formula for anticipating spde's, and application to nonlinear smoothing | 1994-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139100 | 1994-07-14 | Paper |
| The resolvent of a degenerate diffusion on the plane, with application to partially observed stochastic control | 1993-01-17 | Paper |
| Non-finite-dimensional computability of filters in the presence of entrance boundaries | 1992-06-28 | Paper |
| An extension of clark' formula | 1992-06-27 | Paper |
| A generalized clark representation formula, with application to optimal portfolios | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3356200 | 1991-01-01 | Paper |
| A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations | 1989-01-01 | Paper |
| Linear stochastic differential equations with boundary conditions | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3482653 | 1989-01-01 | Paper |
| Probability densities for conditional statistics in the cubic sensor problem | 1988-01-01 | Paper |
| Unique characterization of conditional distributions in nonlinear filtering | 1988-01-01 | Paper |
| Stochastic calculus of variations for stochastic partial differential equations | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3780205 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3790395 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3822940 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3827916 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4727940 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3754527 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3676905 | 1985-01-01 | Paper |
| Malliavin's calculus and stochastic integral representations of functional of diffusion processes† | 1984-01-01 | Paper |
| Remarks on the finite energy condition in additive white noise filtering | 1984-01-01 | Paper |
| Multiple Integral Expansions for Nonlinear Filtering | 1983-01-01 | Paper |
| Explicit filters for diffusions with certain nonlinear drifts† | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4744162 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3931140 | 1980-01-01 | Paper |
