Filtering and controal of stochastic differential equations with unbounded coefficients
DOI10.1080/07362998608809087zbMATH Open0597.60036OpenAlexW2061835357MaRDI QIDQ3730729FDOQ3730729
Authors: Akira Ichikawa 
Publication date: 1986
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362998608809087
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Cites Work
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Cited In (5)
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
- The Nehari problem for infinite-dimensional linear systems of parabolic type
- Quadratic control for linear periodic systems
- An identification problem for partially observed infinite dimensional linear stochastic systems
- Title not available (Why is that?)
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