scientific article; zbMATH DE number 1001916

zbMATH Open0868.60042MaRDI QIDQ3129787FDOQ3129787

Authors: A. Boukas 

Publication date: 18 August 1997

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Riccati equationBucy-Kalman filterHudson-Parthasarathy type stochastic differential equation in Fock space

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic analysis (60H99)

Cited In (5)

• Optimal control design for a class of quantum stochastic systems with financial applications
• Stochastic affine quadratic regulator with applications to tracking control of quantum systems
• Solving quantum stochastic LQR optimal control problem in Fock space and its application in finance
• Mayer problem for quantum stochastic control
• On the existence of solutions of noncommutative stochastic integral inclusions

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