Vladimir M. Lucic

Available identifiers

Publication	Date of Publication	Type
On Singularities in the Heston Model	2018-12-11	Paper
Boundary conditions for computing densities in hybrid models via PDE methods	2012-12-13	Paper
On the innovations conjecture of nonlinear filtering with dependent data	2009-11-20	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
Doubly coprime factorization revisited	2002-07-21	Paper
On nonlinear state feedback controllers for persistent disturbance rejection	2000-10-26	Paper
Internal behaviour provided by nonlinear \(l_{1}\)-optimal controllers	2000-08-21	Paper

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