| Publication | Date of Publication | Type |
|---|
| Controlled two-dimensional Markov chains between two absorbing barriers | 2024-04-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6125624 | 2024-04-11 | Paper |
| A first-passage-place problem for integrated diffusion processes | 2024-02-23 | Paper |
| Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral | 2024-02-12 | Paper |
| Optimal control of jump-diffusion processes with random parameters | 2023-11-29 | Paper |
| An optimal control problem for the maintenance of a machine | 2023-06-19 | Paper |
| Maximizing the expected remaining useful lifetime of a weakly controlled device | 2022-12-23 | Paper |
| Probabilistic solutions of integral equations from optimal control | 2022-08-29 | Paper |
| First-passage problems for diffusion processes with state-dependent jumps | 2022-06-01 | Paper |
| Minimizing or maximizing the first-passage time to a time-dependent boundary | 2022-04-01 | Paper |
| The homing problem for autoregressive processes | 2022-03-10 | Paper |
| The inverse first-passage-place problem for Wiener processes | 2022-01-31 | Paper |
| On a modified \(\mathrm{M/M}/m/n\) queueing model | 2021-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4989548 | 2021-05-25 | Paper |
| Moments of first-passage places for jump-diffusion processes | 2021-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4986702 | 2021-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5857201 | 2021-03-30 | Paper |
| Exact solutions to the homing problem for a Wiener process with jumps | 2021-02-19 | Paper |
| The ruin problem for a Wiener process with state-dependent jumps | 2020-12-07 | Paper |
| Optimal and Suboptimal Control of a Standard Brownian Motion | 2020-10-12 | Paper |
| A stochastic model for computer virus propagation | 2020-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5219642 | 2020-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5235041 | 2019-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4627331 | 2019-03-07 | Paper |
| Modeling and forecasting river flows by means of filtered Poisson processes | 2018-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4569446 | 2018-06-28 | Paper |
| Optimally ending an epidemic | 2018-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4978211 | 2017-08-08 | Paper |
| An application of filtered renewal processes in hydrology | 2016-04-26 | Paper |
| Exact and approximate solutions to LQG homing problems in one and two dimensions | 2016-04-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2941362 | 2015-08-27 | Paper |
| Two-dimensional diffusion processes as models in lifetime studies | 2014-12-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2932882 | 2014-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3191384 | 2014-10-01 | Paper |
| Linearization of a matrix Riccati equation associated to an optimal control problem | 2014-06-30 | Paper |
| Discrete homing problems | 2014-06-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5412947 | 2014-04-28 | Paper |
| Controlling a two-dimensional diffusion process at most until a fixed time | 2014-02-07 | Paper |
| On a discrete version of the CIR process | 2013-09-03 | Paper |
| General LQG homing problems in one dimension | 2013-01-09 | Paper |
| LQG homing problem with a maximin cost | 2012-12-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2919799 | 2012-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2919837 | 2012-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2919577 | 2012-10-04 | Paper |
| Maximizing a Function of the Survival Time of aWiener Process in an Interval | 2012-09-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2914553 | 2012-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2914595 | 2012-09-20 | Paper |
| First hitting problems for Markov chains that converge to a geometric Brownian motion | 2012-04-03 | Paper |
| A semi-Markov process with an inverse Gaussian distribution as sojourn time | 2011-11-11 | Paper |
| Similarity solutions of partial differential equations in probability | 2011-10-26 | Paper |
| Mean first passage times of two-dimensional processes with jumps | 2011-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3010734 | 2011-06-27 | Paper |
| Stochastic optimal control in a danger zone | 2011-06-10 | Paper |
| Maximizing the mean exit time of a Brownian motion from an interval | 2011-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3062169 | 2011-01-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3582177 | 2010-09-02 | Paper |
| Mean First-Passage Time to Zero for Wear Processes | 2010-05-21 | Paper |
| Nearly Gaussian Distributions and Application | 2010-05-21 | Paper |
| First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process | 2010-04-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5306885 | 2010-04-12 | Paper |
| On a non-homogeneous difference equation from probability theory | 2009-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3181834 | 2009-10-12 | Paper |
| Basic Probability Theory with Applications | 2009-10-01 | Paper |
| Using filtered Poisson processes to model a river flow | 2009-08-23 | Paper |
| A Filtered Renewal Process as a Model for a River Flow | 2009-03-31 | Paper |
| Generalized filtered Poisson processes and application in hydrology | 2008-12-10 | Paper |
| The gambler's ruin problem for a Markov chain related to the Bessel process | 2008-10-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3523438 | 2008-09-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5437386 | 2008-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5757139 | 2007-08-24 | Paper |
| Applied stochastic processes. | 2007-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5490250 | 2007-01-26 | Paper |
| First Passage Problems for Asymmetric Wiener Processes | 2006-09-25 | Paper |
| A one- and two-dimensional generalized Pareto model for a river flow | 2006-09-25 | Paper |
| First-Passage Distributions of Bidimensional Processes | 2006-08-30 | Paper |
| Applied Probability and Statistics | 2006-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5477443 | 2006-07-03 | Paper |
| Linearization of a dynamic programming equation | 2006-02-14 | Paper |
| A filtered renewal process as a model for a river flow | 2005-09-27 | Paper |
| A homing problem for diffusion processes with control-dependent variance. | 2004-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4815253 | 2004-09-07 | Paper |
| Modeling and forecasting the peak flows of a river | 2004-06-14 | Paper |
| Survival maximization for a Laguerre population | 2004-06-14 | Paper |
| Integrated diffusion processes inside rectangles | 2004-06-11 | Paper |
| First-passage problems for degenerate two-dimensional diffusion processes | 2004-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4447159 | 2004-02-03 | Paper |
| Exact solutions to two-dimensional homing problems | 2003-09-23 | Paper |
| Hitting parabolas and exponential curves with diffusion processes | 2003-09-03 | Paper |
| A Three-Dimensional Landing Model | 2003-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4761460 | 2002-09-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4551018 | 2002-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4550565 | 2002-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4547601 | 2002-08-21 | Paper |
| Risk-averse control of a three-dimensional wear process | 2002-08-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2736835 | 2001-09-11 | Paper |
| A different class of homing problems | 2001-08-20 | Paper |
| MAXIMIZING THE TIME SPENT BY A DIFFUSION PROCESS IN AN INTERVAL | 2001-07-08 | Paper |
| First hitting place distributions for two-dimensional Wiener processes | 2001-06-21 | Paper |
| Solving an LQG homing problem via a different uncontrolled process | 2000-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4250865 | 2000-04-04 | Paper |
| A bidimensional optimal landing problem | 2000-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4221303 | 1999-07-12 | Paper |
| Using a geometric Brownian motion to control a Brownian motion and vice versa | 1999-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4354026 | 1998-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4365839 | 1998-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4208415 | 1998-09-01 | Paper |
| First hitting place distributions for the Ornstein-Uhlenbeck process | 1998-07-13 | Paper |
| On the inverse of the first hitting time problem for bidimensional processes | 1998-07-07 | Paper |
| Reducing a nonlinear dynamic programming equation to a kolomogorov equation | 1998-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4358487 | 1998-04-23 | Paper |
| HITTING LINES and CIRCLES WITH DIFFUSION PROCESSES | 1997-11-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4893869 | 1997-01-14 | Paper |
| Similarity solutions of first-passage problems for two-dimensional Wiener processes | 1996-12-08 | Paper |
| Optimal control of wear processes | 1996-07-17 | Paper |
| A stochastic hunting model involving two countries | 1996-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4855209 | 1996-01-28 | Paper |
| Problèmes de premier passage résolubles par la méthode de séparation des variables | 1995-10-08 | Paper |
| Stochastic bargaining models | 1995-07-03 | Paper |
| Lqg problems with a possibly infinite final cost | 1995-07-02 | Paper |
| On a pursuit problem | 1995-06-21 | Paper |
| Risk-sensitive optimal investment policy | 1994-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3990291 | 1992-06-28 | Paper |
| Forcing a stochastic process to stay in or to leave a given region | 1991-01-01 | Paper |
| Hitting lines at minimal cost with a Gaussian process | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3210442 | 1990-01-01 | Paper |
| Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process | 1989-01-01 | Paper |
| On the first hitting place of the integrated Wiener process | 1989-01-01 | Paper |
| Commande optimale du processus de wiener | 1989-01-01 | Paper |
| First‐passage densities of controlled Gaussian processes | 1989-01-01 | Paper |
| First-Passage Densities of a Two-Dimensional Process | 1989-01-01 | Paper |
| Utilisation de densites des premier passage en commande optimale stochastique | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3789468 | 1988-01-01 | Paper |
| Optimal control of an Ornstein-Uhlenbeck process | 1987-01-01 | Paper |
| LQG homing in two dimensions | 1987-01-01 | Paper |
| Optimal investment policy | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4727938 | 1986-01-01 | Paper |
| Une application des méthodes séquentielles aux tests de permutations | 1982-01-01 | Paper |
