Abhay G. Bhatt

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 the fundamental theorem of asset pricing Communications on Stochastic Analysis	2025-09-25	Paper
Uniqueness of solution to the Kolmogorov forward equation: applications to white noise theory of filtering Communications on Stochastic Analysis	2016-03-04	Paper
Existence of optimal Markov solutions for ergodic control of Markov processes	2010-08-13	Paper
Martingale problems and path properties of solutions	2010-08-12	Paper
Linear filtering with Ornstein-Uhlenbeck process as noise Sādhanā	2007-07-02	Paper
On characterisation of Markov processes via martingale problems Proceedings of the Indian Academy of Sciences. Mathematical Sciences	2006-06-14	Paper
Robustness of the nonlinear filter: the correlated case. Stochastic Processes and their Applications	2005-02-25	Paper
scientific article; zbMATH DE number 2124890 (Why is no real title available?)	2005-01-04	Paper
On a random directed spanning tree Advances in Applied Probability	2004-05-27	Paper
On interacting systems of Hilbert-space-valued diffusions Applied Mathematics and Optimization	2002-11-11	Paper
Path continuity of the nonlinear filter Statistics & Probability Letters	2002-06-30	Paper
Markov property and ergodicity of the nonlinear filter SIAM Journal on Control and Optimization	2001-06-21	Paper
Robustness of the nonlinear filter Stochastic Processes and their Applications	2001-01-17	Paper
Characterization of the optimal filter: the non markov case Stochastics and Stochastic Reports	1999-08-03	Paper
Occupation measures for controlled Markov processes: Characterization and optimality The Annals of Probability	1997-06-03	Paper
Uniqueness and robustness of solution of measure-valued equations of nonlinear filtering The Annals of Probability	1997-04-22	Paper
Evolution equations for Markov processes: Application to the white-noise theory of filtering Applied Mathematics and Optimization	1995-05-22	Paper
Weak convergence to a Markov process: The martingale approach Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1994-08-15	Paper
Invariant measures and evolution equations for Markov processes characterized via martingale problems The Annals of Probability	1994-04-18	Paper

Research outcomes over time

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