Daniel L. Ocone

Available identifiers

zbMath Open ocone.daniel-lWikidataQ5218324 ScholiaQ5218324MaRDI QIDQ1107902

List of research outcomes

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
Linear stochastic differential equations with boundary conditions	1989-01-01	Paper
A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3482653	1989-01-01	Paper
Stochastic calculus of variations for stochastic partial differential equations	1988-01-01	Paper
Unique characterization of conditional distributions in nonlinear filtering	1988-01-01	Paper
Probability densities for conditional statistics in the cubic sensor problem	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
Remarks on the finite energy condition in additive white noise filtering	1984-01-01	Paper
Malliavin's calculus and stochastic integral representations of functional of diffusion processes†	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

Research outcomes over time

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