| Publication | Date of Publication | Type |
|---|
Early developments in geometric measure theory
Indiana University Mathematics Journal | 2020-05-07 | Paper |
On the value of stochastic differential games
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Strategies for differential games
| 2013-06-12 | Paper |
Remembering Herbert Federer (1920--2010)
Notices of the American Mathematical Society | 2012-10-06 | Paper |
Max-plus stochastic control and risk-sensitivity
Applied Mathematics and Optimization | 2010-10-15 | Paper |
Risk sensitive stochastic control and differential games
Communications in Information and Systems | 2008-03-06 | Paper |
Controlled Markov processes and viscosity solutions
Stochastic Modelling and Applied Probability | 2006-06-14 | Paper |
The tradeoff between consumption and investment in incomplete financial markets
Applied Mathematics and Optimization | 2006-06-12 | Paper |
scientific article; zbMATH DE number 2221684 (Why is no real title available?)
| 2005-11-01 | Paper |
A stochastic control model of investment, production and consumption
Quarterly of Applied Mathematics | 2005-08-17 | Paper |
An Application of Stochastic Control Theory to Financial Economics
SIAM Journal on Control and Optimization | 2005-02-28 | Paper |
scientific article; zbMATH DE number 2134081 (Why is no real title available?)
| 2005-02-15 | Paper |
scientific article; zbMATH DE number 2133110 (Why is no real title available?)
| 2005-02-09 | Paper |
LAURENCE CHISHOLM YOUNG (1905–2000)
Bulletin of the London Mathematical Society | 2004-10-27 | Paper |
Max-plus stochastic processes
Applied Mathematics and Optimization | 2004-09-22 | Paper |
An optimal consumption model with stochastic volatility
Finance and Stochastics | 2004-03-16 | Paper |
scientific article; zbMATH DE number 2015365 (Why is no real title available?)
| 2004-02-25 | Paper |
scientific article; zbMATH DE number 1893798 (Why is no real title available?)
| 2003-07-14 | Paper |
Risk-sensitive control and an optimal investment model. II.
The Annals of Applied Probability | 2003-05-06 | Paper |
Robust limits of risk sensitive nonlinear filters
MCSS. Mathematics of Control, Signals, and Systems | 2002-10-17 | Paper |
scientific article; zbMATH DE number 1766614 (Why is no real title available?)
| 2002-07-11 | Paper |
Deterministic and stochastic approaches to nonlinear filtering
| 2002-01-29 | Paper |
scientific article; zbMATH DE number 2015366 (Why is no real title available?)
| 2002-01-01 | Paper |
Risk-sensitive control and an optimal investment model.
Mathematical Finance | 2001-03-29 | Paper |
Optimal long term growth rate of expected utility of wealth
The Annals of Applied Probability | 2000-09-04 | Paper |
A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering
SIAM Journal on Control and Optimization | 2000-03-19 | Paper |
Risk-Sensitive Control of Finite State Machines on an Infinite Horizon II
SIAM Journal on Control and Optimization | 1999-06-24 | Paper |
scientific article; zbMATH DE number 1341814 (Why is no real title available?)
| 1999-01-01 | Paper |
Risk-Sensitive Production Planning of a Stochastic Manufacturing System
SIAM Journal on Control and Optimization | 1998-09-21 | Paper |
Hedging in incomplete markets with HARA utility
Journal of Economic Dynamics and Control | 1998-07-23 | Paper |
Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential
The Annals of Probability | 1998-03-18 | Paper |
Risk-Sensitive Control of Finite State Machines on an Infinite Horizon I
SIAM Journal on Control and Optimization | 1998-02-09 | Paper |
Some results and problems in risk sensitive stochastic control
Computational and Applied Mathematics | 1998-01-21 | Paper |
The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems
MCSS. Mathematics of Control, Signals, and Systems | 1997-01-22 | Paper |
scientific article; zbMATH DE number 852304 (Why is no real title available?)
| 1996-03-06 | Paper |
Risk-Sensitive Control on an Infinite Time Horizon
SIAM Journal on Control and Optimization | 1996-02-08 | Paper |
Differential games for stochastic partial differential equations
Nagoya Mathematical Journal | 1993-12-01 | Paper |
scientific article; zbMATH DE number 440541 (Why is no real title available?)
| 1993-11-28 | Paper |
scientific article; zbMATH DE number 158461 (Why is no real title available?)
| 1993-04-25 | Paper |
Asymptotic series and exit time probabilities
The Annals of Probability | 1993-01-17 | Paper |
An Optimal Investment/Consumption Model with Borrowing
Mathematics of Operations Research | 1992-06-28 | Paper |
Numerical Methods for an Optimal Investment-Consumption Model
Mathematics of Operations Research | 1992-06-28 | Paper |
scientific article; zbMATH DE number 16917 (Why is no real title available?)
| 1992-06-26 | Paper |
scientific article; zbMATH DE number 14995 (Why is no real title available?)
| 1992-06-25 | Paper |
A Tribute to E. J. McShane
SIAM Journal on Control and Optimization | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4127944 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4120142 (Why is no real title available?)
| 1989-01-01 | Paper |
Convex Duality Approach to the Optimal Control of Diffusions
SIAM Journal on Control and Optimization | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4125214 (Why is no real title available?)
Indiana University Mathematics Journal | 1989-01-01 | Paper |
Asymptotic expansions for Markov processes with Lévy generators
Applied Mathematics and Optimization | 1989-01-01 | Paper |
Piecewise Monotone Filtering with Small Observation Noise
SIAM Journal on Control and Optimization | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4050701 (Why is no real title available?)
| 1988-01-01 | Paper |
An Optimal Stochastic Production Planning Problem with Randomly Fluctuating Demand
SIAM Journal on Control and Optimization | 1987-01-01 | Paper |
A remark on the large deviations of an ergodic markov process
Stochastics | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4009429 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3914817 (Why is no real title available?)
Indiana University Mathematics Journal | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3955517 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 4067436 (Why is no real title available?)
Indiana University Mathematics Journal | 1986-01-01 | Paper |
Stochastic variational formula for fundamental solutions of parabolic PDE
Applied Mathematics and Optimization | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3939236 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3922508 (Why is no real title available?)
| 1985-01-01 | Paper |
On stochastic relaxed control for partially observed diffusions
Nagoya Mathematical Journal | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3926784 (Why is no real title available?)
| 1984-01-01 | Paper |
Stochastic calculus of variations and mechanics
Journal of Optimization Theory and Applications | 1983-01-01 | Paper |
Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
Stochastics | 1982-01-01 | Paper |
Optimal Control for Partially Observed Diffusions
SIAM Journal on Control and Optimization | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3792086 (Why is no real title available?)
| 1982-01-01 | Paper |
Nonlinear Semigroup for Controlled Partially Observed Diffusions
SIAM Journal on Control and Optimization | 1982-01-01 | Paper |
Optimal exit probabilities and differential games
Applied Mathematics and Optimization | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3731076 (Why is no real title available?)
| 1980-01-01 | Paper |
Measure-valued processes in the control of partially-observable stochastic systems
Applied Mathematics and Optimization | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3632352 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3694306 (Why is no real title available?)
Indiana University Mathematics Journal | 1979-01-01 | Paper |
Equilibrium Distributions of Continuous Polygenic Traits
SIAM Journal on Applied Mathematics | 1979-01-01 | Paper |
scientific article; zbMATH DE number 3784770 (Why is no real title available?)
| 1978-01-01 | Paper |
Exit probabilities and optimal stochastic control
Applied Mathematics and Optimization | 1978-01-01 | Paper |
scientific article; zbMATH DE number 3684651 (Why is no real title available?)
| 1978-01-01 | Paper |
scientific article; zbMATH DE number 3542688 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3573705 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3533345 (Why is no real title available?)
| 1976-01-01 | Paper |
Diffusion Processes in Population Biology
Advances in Applied Probability | 1975-01-01 | Paper |
scientific article; zbMATH DE number 3505708 (Why is no real title available?)
| 1975-01-01 | Paper |
A selection-migration model in population genetics
Journal of Mathematical Biology | 1975-01-01 | Paper |
scientific article; zbMATH DE number 3488955 (Why is no real title available?)
| 1975-01-01 | Paper |
Some one-dimensional migration models in population genetics theory
Theoretical Population Biology | 1974-01-01 | Paper |
Stochastically perturbed dynamical systems
Rocky Mountain Journal of Mathematics | 1974-01-01 | Paper |
scientific article; zbMATH DE number 3430488 (Why is no real title available?)
| 1973-01-01 | Paper |
scientific article; zbMATH DE number 3432713 (Why is no real title available?)
| 1973-01-01 | Paper |
scientific article; zbMATH DE number 3360041 (Why is no real title available?)
| 1971-01-01 | Paper |
Stochastic Control for Small Noise Intensities
SIAM Journal on Control | 1971-01-01 | Paper |
Stochastic Control for Small Noise Intensities
SIAM Journal on Control | 1971-01-01 | Paper |
scientific article; zbMATH DE number 3357274 (Why is no real title available?)
| 1971-01-01 | Paper |
The Cauchy problem for a nonlinear first order partial differential equation
Journal of Differential Equations | 1969-01-01 | Paper |
Optimal Continuous-Parameter Stochastic Control
SIAM Review | 1969-01-01 | Paper |
Optimal Control of Partially Observable Diffusions
SIAM Journal on Control | 1968-01-01 | Paper |
scientific article; zbMATH DE number 3407520 (Why is no real title available?)
| 1968-01-01 | Paper |
scientific article; zbMATH DE number 3330400 (Why is no real title available?)
| 1967-01-01 | Paper |
scientific article; zbMATH DE number 3356608 (Why is no real title available?)
| 1967-01-01 | Paper |
Flat Chains Over a Finite Coefficient Group
| 1966-01-01 | Paper |
Duality and a priori estimates in Markovian optimization problems
Journal of Mathematical Analysis and Applications | 1966-01-01 | Paper |
scientific article; zbMATH DE number 3221579 (Why is no real title available?)
| 1965-01-01 | Paper |
scientific article; zbMATH DE number 3305388 (Why is no real title available?)
| 1964-01-01 | Paper |
scientific article; zbMATH DE number 3222532 (Why is no real title available?)
| 1964-01-01 | Paper |
scientific article; zbMATH DE number 3209641 (Why is no real title available?)
| 1963-01-01 | Paper |
Some extremal questions for simplicial complexes. IV: The algebraic and the geometric resultant. An application of variational methods
Rendiconti del Circolo Matematico di Palermo | 1963-01-01 | Paper |
On the oriented Plateau problem
Rendiconti del Circolo Matematico di Palermo | 1962-01-01 | Paper |
The convergence problem for differential games
Journal of Mathematical Analysis and Applications | 1961-01-01 | Paper |
Normal and integral currents
Annals of Mathematics. Second Series | 1960-01-01 | Paper |
An integral formula for total gradient variation
Archiv der Mathematik | 1960-01-01 | Paper |
Functions whose partial derivatives are measures
Illinois Journal of Mathematics | 1960-01-01 | Paper |
Nondegenerate Surfaces of Finite Topological Type
| 1959-01-01 | Paper |
Nondegenerate surfaces and fine-cyclic surfaces
Duke Mathematical Journal | 1959-01-01 | Paper |
Functions whose partial derivatives are measures
Bulletin of the American Mathematical Society | 1958-01-01 | Paper |
scientific article; zbMATH DE number 3147844 (Why is no real title available?)
| 1957-01-01 | Paper |
scientific article; zbMATH DE number 3128746 (Why is no real title available?)
| 1957-01-01 | Paper |
Generalized surfaces with prescribed elementary boundary
Rendiconti del Circolo Matematico di Palermo | 1957-01-01 | Paper |
An Example in the Problem of Least Area
| 1957-01-01 | Paper |
Three papers on summable functions whose first derivatives are measures
Annali di Matematica Pura ed Applicata. Serie Quarta | 1957-01-01 | Paper |
Functions with generalized gradient and generalized surfaces
Annali di Matematica Pura ed Applicata. Serie Quarta | 1957-01-01 | Paper |
scientific article; zbMATH DE number 3128747 (Why is no real title available?)
| 1957-01-01 | Paper |
Variational problems with constraints
Annali di Matematica Pura ed Applicata. Serie Quarta | 1956-01-01 | Paper |
Representations of generalized surfaces as mixtures
Rendiconti del Circolo Matematico di Palermo | 1956-01-01 | Paper |
On a class of games over function space and related variational problems
Annals of Mathematics. Second Series | 1954-01-01 | Paper |
scientific article; zbMATH DE number 3267077 (Why is no real title available?)
| 1954-01-01 | Paper |
A Generalized Notion of Boundary
| 1954-01-01 | Paper |
