Vladimir M. Lucic

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On Singularities in the Heston Model Springer Proceedings in Mathematics & Statistics	2018-12-11	Paper
Boundary conditions for computing densities in hybrid models via PDE methods Stochastics	2012-12-13	Paper
On the innovations conjecture of nonlinear filtering with dependent data Electronic Journal of Probability	2009-11-20	Paper
On the innovations conjecture of nonlinear filtering with dependent data Electronic Journal of Probability	2009-11-20	Paper
Convergence of nonlinear filters for randomly perturbed dynamical systems Applied Mathematics and Optimization	2003-12-16	Paper
On uniqueness of solutions for the stochastic differential equations of nonlinear filtering The Annals of Applied Probability	2003-05-06	Paper
Doubly coprime factorization revisited IEEE Transactions on Automatic Control	2002-07-21	Paper
On nonlinear state feedback controllers for persistent disturbance rejection Systems & Control Letters	2000-10-26	Paper
Internal behaviour provided by nonlinear \(l_{1}\)-optimal controllers Systems & Control Letters	2000-08-21	Paper

Research outcomes over time

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