scientific article; zbMATH DE number 1354281
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Publication:4268612
zbMath0942.60043MaRDI QIDQ4268612
Publication date: 28 October 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic controlstochastic differential equationsnonlinear filteringprocesses with jumpsreflection of processes
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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Backward stochastic differential equations with two barriers and generalized reflection ⋮ Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections ⋮ On solutions of backward stochastic Volterra integral equations with jumps in Hilbert spaces ⋮ Stochastic differential equations with jump reflection at time-dependent barriers ⋮ On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps ⋮ Càdlàg Skorokhod problem driven by a maximal monotone operator
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