Abhay G. Bhatt

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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!

PublicationDate of PublicationType
Uniqueness of solution to the Kolmogorov forward equation: applications to white noise theory of filtering
Communications on Stochastic Analysis
2016-03-04Paper
Existence of optimal Markov solutions for ergodic control of Markov processes2010-08-13Paper
Martingale problems and path properties of solutions2010-08-12Paper
Linear filtering with Ornstein-Uhlenbeck process as noise
Sādhanā
2007-07-02Paper
On characterisation of Markov processes via martingale problems
Proceedings of the Indian Academy of Sciences. Mathematical Sciences
2006-06-14Paper
Robustness of the nonlinear filter: the correlated case.
Stochastic Processes and their Applications
2005-02-25Paper
scientific article; zbMATH DE number 2124890 (Why is no real title available?)2005-01-04Paper
On a random directed spanning tree
Advances in Applied Probability
2004-05-27Paper
On interacting systems of Hilbert-space-valued diffusions
Applied Mathematics and Optimization
2002-11-11Paper
Path continuity of the nonlinear filter
Statistics & Probability Letters
2002-06-30Paper
Markov property and ergodicity of the nonlinear filter
SIAM Journal on Control and Optimization
2001-06-21Paper
Robustness of the nonlinear filter
Stochastic Processes and their Applications
2001-01-17Paper
Characterization of the optimal filter: the non markov case
Stochastics and Stochastic Reports
1999-08-03Paper
Occupation measures for controlled Markov processes: Characterization and optimality
The Annals of Probability
1997-06-03Paper
Uniqueness and robustness of solution of measure-valued equations of nonlinear filtering
The Annals of Probability
1997-04-22Paper
Evolution equations for Markov processes: Application to the white-noise theory of filtering
Applied Mathematics and Optimization
1995-05-22Paper
Weak convergence to a Markov process: The martingale approach
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1994-08-15Paper
Invariant measures and evolution equations for Markov processes characterized via martingale problems
The Annals of Probability
1994-04-18Paper


Research outcomes over time


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