| Publication | Date of Publication | Type |
|---|
| Some results on backward stochastic differential equations driven by fractional Brownian motions | 2013-06-12 | Paper |
A Degenerate Variance Control Problem with Discretionary Stopping
Institute of Mathematical Statistics Collections | 2009-05-22 | Paper |
Degenerate variance control in the one-dimensional stationary case
Electronic Journal of Probability | 2005-03-08 | Paper |
Degenerate variance control in the one-dimensional stationary case
Electronic Journal of Probability | 2005-03-08 | Paper |
Learning Complexity Dimensions for a Continuous-Time Control System
SIAM Journal on Control and Optimization | 2005-02-28 | Paper |
A leavable bounded-velocity stochastic control problem.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Control with partial observations and an explicit solution of Mortensen's equation
Applied Mathematics and Optimization | 2004-10-28 | Paper |
Learning with side information: PAC learning bounds
Journal of Computer and System Sciences | 2004-08-10 | Paper |
Exponential stability in discrete-time filtering for non-ergodic signal.
Stochastic Processes and their Applications | 2002-08-29 | Paper |
Finite-Fuel Singular Control With Discretionary Stopping
Stochastics and Stochastics Reports | 2002-02-19 | Paper |
Degenerate Variance Control of a One-Dimensional Diffusion
SIAM Journal on Control and Optimization | 2000-10-18 | Paper |
Asymptotic stability of beneš filters
Stochastic Analysis and Applications | 2000-10-03 | Paper |
Relative entropy and error bounds for filtering of Markov processes
MCSS. Mathematics of Control, Signals, and Systems | 2000-03-30 | Paper |
| scientific article; zbMATH DE number 1254184 (Why is no real title available?) | 1999-08-31 | Paper |
Exponential stability of discrete-time filters for bounded observation noise
Systems & Control Letters | 1998-07-22 | Paper |
Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition
SIAM Journal on Control and Optimization | 1996-06-11 | Paper |
| scientific article; zbMATH DE number 755588 (Why is no real title available?) | 1995-07-27 | Paper |
The finite–horizon version for a partially–observed stochastic control problem of benesš & rishel
Stochastic Analysis and Applications | 1995-02-06 | Paper |
A stochastic feynman-kac formula for anticipating spde's, and application to nonlinear smoothing
Stochastics and Stochastic Reports | 1994-09-08 | Paper |
| scientific article; zbMATH DE number 432961 (Why is no real title available?) | 1994-07-14 | Paper |
The resolvent of a degenerate diffusion on the plane, with application to partially observed stochastic control
The Annals of Applied Probability | 1993-01-17 | Paper |
Non-finite-dimensional computability of filters in the presence of entrance boundaries
Stochastics and Stochastic Reports | 1992-06-28 | Paper |
An extension of clark' formula
Stochastics and Stochastic Reports | 1992-06-27 | Paper |
A generalized clark representation formula, with application to optimal portfolios
Stochastics and Stochastic Reports | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4207967 (Why is no real title available?) | 1991-01-01 | Paper |
A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1989-01-01 | Paper |
A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1989-01-01 | Paper |
Linear stochastic differential equations with boundary conditions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4153616 (Why is no real title available?) | 1989-01-01 | Paper |
Probability densities for conditional statistics in the cubic sensor problem
MCSS. Mathematics of Control, Signals, and Systems | 1988-01-01 | Paper |
Unique characterization of conditional distributions in nonlinear filtering
The Annals of Probability | 1988-01-01 | Paper |
Stochastic calculus of variations for stochastic partial differential equations
Journal of Functional Analysis | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4042975 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4054718 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4096509 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4102960 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4003179 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4001997 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3897938 (Why is no real title available?) | 1985-01-01 | Paper |
Malliavin's calculus and stochastic integral representations of functional of diffusion processes†
Stochastics | 1984-01-01 | Paper |
Remarks on the finite energy condition in additive white noise filtering
Systems & Control Letters | 1984-01-01 | Paper |
Multiple Integral Expansions for Nonlinear Filtering
Stochastics | 1983-01-01 | Paper |
Explicit filters for diffusions with certain nonlinear drifts†
Stochastics | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3799528 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3746943 (Why is no real title available?) | 1980-01-01 | Paper |
