| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q5106539 | 2022-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5106605 | 2022-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5867755 | 2022-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5867767 | 2022-09-19 | Paper |
| Particle Based Smoothed Marginal MAP Estimation for General State Space Models | 2018-08-22 | Paper |
| Reduced-Dimension Linear Transform Coding of Distributed Correlated Signals With Incomplete Observations | 2017-08-08 | Paper |
| On the solutions of the rational covariance extension problem corresponding to pseudopolynomials having boundary zeros | 2017-07-27 | Paper |
| On mean-variance hedging of bond options with stochastic risk premium factor | 2014-12-12 | Paper |
| Adaptive mean-variance hedging of Bond options with stochastic risk term | 2012-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3582844 | 2010-08-24 | Paper |
| IDENTIFICATION OF AFFINE TERM STRUCTURES FROM YIELD CURVE DATA | 2010-05-27 | Paper |
| Dynamic asset management with risk-sensitive criterion and non-negative factor constraints: a differential game approach | 2009-11-23 | Paper |
| Filtering and identification of Heston's stochastic volatility model and its market risk | 2008-12-12 | Paper |
| Modeling stochastic hybrid systems | 2006-02-13 | Paper |
| STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING | 2005-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4514181 | 2002-11-14 | Paper |
| Estimation of stochastic volatility in the Hull-White model | 2002-09-05 | Paper |
| Optimal adaptive control for a class of stochastic systems. | 2002-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4792520 | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2741092 | 2001-11-18 | Paper |
| On the Mortensen equation for maximum likelihood state estimation | 2000-10-17 | Paper |
| A representation result for nonlinear filter maps in a white noise framework | 2000-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4312493 | 1999-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4217912 | 1999-03-07 | Paper |
| Stochastic games with average payoff criterion | 1998-12-07 | Paper |
| Adaptive identification of continuous-time systems in the presence of noise | 1998-03-16 | Paper |
| On input/output maps for nonlinear systems via continuity in a locally convex topology | 1997-02-28 | Paper |
| White noise theory of robust nonlinear filtering with correlated state and observation noises | 1996-05-30 | Paper |
| On Radon-Nikodym derivatives of finitely-additive measures induced by nonlinear transformations on hilbert space | 1995-09-11 | Paper |
| On the relation between filter maps and correction factors in likelihood ratios | 1995-06-21 | Paper |
| Reciprocal processes on a tree-modeling and estimation issues | 1995-05-11 | Paper |
| Nonlinear smoothing for random fields | 1995-03-20 | Paper |
| Some recent results in finitely additive white noise theory | 1994-10-13 | Paper |
| Parameter identification in tidal models with uncertain boundaries | 1994-08-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3140605 | 1994-01-02 | Paper |
| Modeling and feedback control of a flexible arm of a robot for prescribed frequency-domain tolerances | 1993-09-16 | Paper |
| Maximum Likelihood Estimator for Two-Point Boundary Value Process | 1993-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4003647 | 1993-01-23 | Paper |
| Parameter identification for hyperbolic stochastic systems | 1992-09-27 | Paper |
| Krein factorization of covariance operators of 2-parameter random fields and application to the likelihood ratio | 1991-01-01 | Paper |
| Boundary value processes: Estimation and identification | 1990-01-01 | Paper |
| Infinite dimensional parameter identification for stochastic parabolic systems | 1989-01-01 | Paper |
| Smoothing and likelihood ratio for Gaussian boundary value processes | 1989-01-01 | Paper |
| Parameter identification for stochastic diffusion equations with unknown boundary conditions | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3358627 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3754526 | 1986-01-01 | Paper |
| Nonlinear smoothing algorithms using white noise model | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3745670 | 1986-01-01 | Paper |
| Identification of a hereditary system with distributed delay | 1985-01-01 | Paper |
| Stackelberg differential games in economic models | 1984-01-01 | Paper |
| Parameter identification in infinte dimensional linear systems | 1984-01-01 | Paper |
| Approximation of Itô Integrals Arising in Stochastic Time-Delayed Systems | 1984-01-01 | Paper |
| Numerical approaches to linear-quadratic differential games with imperfect observations | 1983-01-01 | Paper |
| Parameter estimation in continuous-time stochastic processes | 1982-01-01 | Paper |
| Linear-quadratic stochastic pursuit-evasion games | 1981-01-01 | Paper |
| Stackelberg strategies in linear-quadratic stochastic differential games | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4749708 | 1981-01-01 | Paper |
| A Note on Asymptotically Efficient Estimates of Parameters in Continuous-Time Dynamical Systems | 1981-01-01 | Paper |
| Team decision theory for linear continuous-time systems | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3937246 | 1980-01-01 | Paper |
| Optimal linear stochastic control for systems with multiplicative noise | 1980-01-01 | Paper |
| Modelling and estimation of traffic flow—a martingale approach | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4189093 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4193383 | 1978-01-01 | Paper |
| Control of linear stochastic time delayed systems | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4170612 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4191931 | 1978-01-01 | Paper |
| Consistent estimates of parameters in noisy dynamical systems† | 1977-01-01 | Paper |
| A minimax property of the Kalman filter | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4165247 | 1977-01-01 | Paper |
| A martingale approach to state estimation in delay-differential systems | 1976-01-01 | Paper |
| A new martingale approach to Kalman filtering | 1976-01-01 | Paper |
| Stochastic linear differential game with a square integrable martingale as noise | 1976-01-01 | Paper |
| Continuous time systems identification with unknown noise covariance | 1975-01-01 | Paper |
| A Martingale Approach to Continuous-Time Linear Smoothing | 1975-01-01 | Paper |
