The following pages link to Daniel L. Ocone (Q1107902):
Displaying 45 items.
- (Q596313) (redirect page) (← links)
- Learning with side information: PAC learning bounds (Q596314) (← links)
- (Q800881) (redirect page) (← links)
- Remarks on the finite energy condition in additive white noise filtering (Q800882) (← links)
- Stochastic calculus of variations for stochastic partial differential equations (Q1107903) (← links)
- Unique characterization of conditional distributions in nonlinear filtering (Q1109415) (← links)
- Probability densities for conditional statistics in the cubic sensor problem (Q1111240) (← links)
- Linear stochastic differential equations with boundary conditions (Q1113195) (← links)
- A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations (Q1121599) (← links)
- The resolvent of a degenerate diffusion on the plane, with application to partially observed stochastic control (Q1201318) (← links)
- Exponential stability of discrete-time filters for bounded observation noise (Q1391524) (← links)
- Exponential stability in discrete-time filtering for non-ergodic signal. (Q1613615) (← links)
- A leavable bounded-velocity stochastic control problem. (Q1766070) (← links)
- Degenerate variance control in the one-dimensional stationary case (Q1767514) (← links)
- Control with partial observations and an explicit solution of Mortensen's equation (Q1885368) (← links)
- Relative entropy and error bounds for filtering of Markov processes (Q1961041) (← links)
- Finite-Fuel Singular Control With Discretionary Stopping (Q2706903) (← links)
- (Q3139100) (← links)
- Malliavin's calculus and stochastic integral representations of functional of diffusion processes<sup>†</sup> (Q3330239) (← links)
- A generalized clark representation formula, with application to optimal portfolios (Q3349710) (← links)
- (Q3356200) (← links)
- (Q3482653) (← links)
- A Degenerate Variance Control Problem with Discretionary Stopping (Q3626705) (← links)
- Multiple Integral Expansions for Nonlinear Filtering (Q3665980) (← links)
- (Q3676905) (← links)
- (Q3754527) (← links)
- (Q3780205) (← links)
- (Q3790395) (← links)
- (Q3822940) (← links)
- (Q3827916) (← links)
- (Q3931140) (← links)
- Explicit filters for diffusions with certain nonlinear drifts<sup>†</sup> (Q3956836) (← links)
- An extension of clark' formula (Q3986611) (← links)
- Non-finite-dimensional computability of filters in the presence of entrance boundaries (Q3991733) (← links)
- (Q4227220) (← links)
- The finite–horizon version for a partially–observed stochastic control problem of benesš & rishel (Q4284123) (← links)
- A stochastic feynman-kac formula for anticipating spde's, and application to nonlinear smoothing (Q4286663) (← links)
- Degenerate Variance Control of a One-Dimensional Diffusion (Q4507442) (← links)
- Learning Complexity Dimensions for a Continuous-Time Control System (Q4652564) (← links)
- (Q4698315) (← links)
- Asymptotic stability of beneš filters (Q4705838) (← links)
- (Q4727940) (← links)
- (Q4744162) (← links)
- Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition (Q4874949) (← links)
- (Q4925771) (← links)
