| Publication | Date of Publication | Type |
|---|
| scientific article; zbMATH DE number 7587666 (Why is no real title available?) | 2022-09-19 | Paper |
| scientific article; zbMATH DE number 7587711 (Why is no real title available?) | 2022-09-19 | Paper |
| scientific article; zbMATH DE number 7587745 (Why is no real title available?) | 2022-09-19 | Paper |
| scientific article; zbMATH DE number 7587756 (Why is no real title available?) | 2022-09-19 | Paper |
Particle Based Smoothed Marginal MAP Estimation for General State Space Models
IEEE Transactions on Signal Processing | 2018-08-22 | Paper |
Reduced-Dimension Linear Transform Coding of Distributed Correlated Signals With Incomplete Observations
IEEE Transactions on Information Theory | 2017-08-08 | Paper |
On the solutions of the rational covariance extension problem corresponding to pseudopolynomials having boundary zeros
IEEE Transactions on Automatic Control | 2017-07-27 | Paper |
On mean-variance hedging of bond options with stochastic risk premium factor
Applied Mathematics and Optimization | 2014-12-12 | Paper |
| Adaptive mean-variance hedging of Bond options with stochastic risk term | 2012-06-04 | Paper |
| Filtering and identification of parabolic type factor model with stochastic volatility | 2010-08-24 | Paper |
Identification of affine term structures from yield curve data
International Journal of Theoretical and Applied Finance | 2010-05-27 | Paper |
Dynamic asset management with risk-sensitive criterion and non-negative factor constraints: a differential game approach
Stochastics | 2009-11-23 | Paper |
Filtering and identification of Heston's stochastic volatility model and its market risk
Journal of Economic Dynamics and Control | 2008-12-12 | Paper |
| Modeling stochastic hybrid systems | 2006-02-13 | Paper |
STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING
Mathematical Finance | 2005-08-17 | Paper |
| scientific article; zbMATH DE number 1532120 (Why is no real title available?) | 2002-11-14 | Paper |
Estimation of stochastic volatility in the Hull-White model
Applied Mathematical Finance | 2002-09-05 | Paper |
Optimal adaptive control for a class of stochastic systems.
Sādhanā | 2002-02-18 | Paper |
| scientific article; zbMATH DE number 1867086 (Why is no real title available?) | 2002-01-01 | Paper |
| scientific article; zbMATH DE number 1642332 (Why is no real title available?) | 2001-11-18 | Paper |
On the Mortensen equation for maximum likelihood state estimation
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
A representation result for nonlinear filter maps in a white noise framework
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
| scientific article; zbMATH DE number 683371 (Why is no real title available?) | 1999-11-08 | Paper |
| scientific article; zbMATH DE number 1222391 (Why is no real title available?) | 1999-03-07 | Paper |
Stochastic games with average payoff criterion
Applied Mathematics and Optimization | 1998-12-07 | Paper |
Adaptive identification of continuous-time systems in the presence of noise
International Journal of Control | 1998-03-16 | Paper |
On input/output maps for nonlinear systems via continuity in a locally convex topology
Systems & Control Letters | 1997-02-28 | Paper |
White noise theory of robust nonlinear filtering with correlated state and observation noises
Systems & Control Letters | 1996-05-30 | Paper |
On Radon-Nikodym derivatives of finitely-additive measures induced by nonlinear transformations on hilbert space
Nonlinear Analysis: Theory, Methods & Applications | 1995-09-11 | Paper |
On the relation between filter maps and correction factors in likelihood ratios
IEEE Transactions on Information Theory | 1995-06-21 | Paper |
Reciprocal processes on a tree-modeling and estimation issues
IEEE Transactions on Automatic Control | 1995-05-11 | Paper |
Nonlinear smoothing for random fields
Stochastic Processes and their Applications | 1995-03-20 | Paper |
Some recent results in finitely additive white noise theory
Acta Applicandae Mathematicae | 1994-10-13 | Paper |
Parameter identification in tidal models with uncertain boundaries
Automatica | 1994-08-18 | Paper |
| scientific article; zbMATH DE number 440445 (Why is no real title available?) | 1994-01-02 | Paper |
Modeling and feedback control of a flexible arm of a robot for prescribed frequency-domain tolerances
Automatica | 1993-09-16 | Paper |
Maximum Likelihood Estimator for Two-Point Boundary Value Process
SIAM Journal on Control and Optimization | 1993-08-08 | Paper |
| scientific article; zbMATH DE number 53440 (Why is no real title available?) | 1993-01-23 | Paper |
Parameter identification for hyperbolic stochastic systems
Journal of Mathematical Analysis and Applications | 1992-09-27 | Paper |
Krein factorization of covariance operators of 2-parameter random fields and application to the likelihood ratio
IEEE Transactions on Information Theory | 1991-01-01 | Paper |
Boundary value processes: Estimation and identification
Computers & Mathematics with Applications | 1990-01-01 | Paper |
Infinite dimensional parameter identification for stochastic parabolic systems
Statistics & Probability Letters | 1989-01-01 | Paper |
Smoothing and likelihood ratio for Gaussian boundary value processes
IEEE Transactions on Automatic Control | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4210032 (Why is no real title available?) | 1988-01-01 | Paper |
Parameter identification for stochastic diffusion equations with unknown boundary conditions
Applied Mathematics and Optimization | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4001996 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3980977 (Why is no real title available?) | 1986-01-01 | Paper |
Nonlinear smoothing algorithms using white noise model
Stochastics | 1986-01-01 | Paper |
Identification of a hereditary system with distributed delay
Systems & Control Letters | 1985-01-01 | Paper |
Stackelberg differential games in economic models
Lecture Notes in Control and Information Sciences | 1984-01-01 | Paper |
Parameter identification in infinte dimensional linear systems
Stochastics | 1984-01-01 | Paper |
Approximation of Itô Integrals Arising in Stochastic Time-Delayed Systems
SIAM Journal on Control and Optimization | 1984-01-01 | Paper |
Numerical approaches to linear-quadratic differential games with imperfect observations
Journal of the Franklin Institute | 1983-01-01 | Paper |
Parameter estimation in continuous-time stochastic processes
Stochastics | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3805400 (Why is no real title available?) | 1981-01-01 | Paper |
Linear-quadratic stochastic pursuit-evasion games
Applied Mathematics and Optimization | 1981-01-01 | Paper |
Stackelberg strategies in linear-quadratic stochastic differential games
Journal of Optimization Theory and Applications | 1981-01-01 | Paper |
A Note on Asymptotically Efficient Estimates of Parameters in Continuous-Time Dynamical Systems
SIAM Journal on Control and Optimization | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3754530 (Why is no real title available?) | 1980-01-01 | Paper |
Team decision theory for linear continuous-time systems
IEEE Transactions on Automatic Control | 1980-01-01 | Paper |
Optimal linear stochastic control for systems with multiplicative noise
IEEE Transactions on Automatic Control | 1980-01-01 | Paper |
Modelling and estimation of traffic flow—a martingale approach
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3626963 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3632360 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3604781 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3630577 (Why is no real title available?) | 1978-01-01 | Paper |
Control of linear stochastic time delayed systems
Journal of Mathematical Analysis and Applications | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3598327 (Why is no real title available?) | 1977-01-01 | Paper |
Consistent estimates of parameters in noisy dynamical systems†
International Journal of Control | 1977-01-01 | Paper |
A minimax property of the Kalman filter
International Journal of Control | 1977-01-01 | Paper |
A martingale approach to state estimation in delay-differential systems
Journal of Mathematical Analysis and Applications | 1976-01-01 | Paper |
A new martingale approach to Kalman filtering
Information Sciences | 1976-01-01 | Paper |
Stochastic linear differential game with a square integrable martingale as noise
IEEE Transactions on Automatic Control | 1976-01-01 | Paper |
Continuous time systems identification with unknown noise covariance
Automatica | 1975-01-01 | Paper |
A Martingale Approach to Continuous-Time Linear Smoothing
SIAM Journal on Applied Mathematics | 1975-01-01 | Paper |
