The following pages link to Rajeeva L. Karandikar (Q217289):
Displaying 50 items.
- Monotonicity of the matrix geometric mean (Q443939) (← links)
- (Q594829) (redirect page) (← links)
- A finitely additive white noise approach to nonlinear filtering (Q594830) (← links)
- On the quadratic variation process of a continuous martingale (Q789095) (← links)
- Some recent developments in nonlinear filtering theory (Q789808) (← links)
- Limiting distributions of functionals of Markov chains (Q1056975) (← links)
- The nonlinear filtering problem for the unbounded case (Q1061415) (← links)
- White noise calculus and nonlinear filtering theory (Q1069554) (← links)
- On the Feynman-Kac formula and its applications to filtering theory (Q1098162) (← links)
- A general principle for limit theorems in finitely additive probability: The dependent case (Q1099476) (← links)
- Smoothness properties of the conditional expectation in finitely additive white noise filtering (Q1110191) (← links)
- A remark on paths of continuous martingales (Q1172325) (← links)
- (Q1268577) (redirect page) (← links)
- Evolving aspirations and cooperation (Q1268578) (← links)
- Invariant measures and evolution equations for Markov processes characterized via martingale problems (Q1317242) (← links)
- Weak convergence to a Markov process: The martingale approach (Q1326348) (← links)
- Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity (Q1332519) (← links)
- White noise theory of robust nonlinear filtering with correlated state and observation noises (Q1333859) (← links)
- On interacting systems of Hilbert-space-valued diffusions (Q1384077) (← links)
- Robustness of the nonlinear filter (Q1593635) (← links)
- Remarks on the stochastic integral (Q1745665) (← links)
- Robustness of the nonlinear filter: the correlated case. (Q1766038) (← links)
- Measure free martingales (Q1770026) (← links)
- Embedding a stochastic difference equation into a continuous-time process (Q1822836) (← links)
- Multiplicative decomposition of non-singular matrix valued continuous semimartingales (Q1836446) (← links)
- Stochastic integration w.r.t. continuous local martingales (Q1838766) (← links)
- Rates of uniform convergence of empirical means with mixing processes (Q1871232) (← links)
- On pathwise stochastic integration (Q1890711) (← links)
- Evolution equations for Markov processes: Application to the white-noise theory of filtering (Q1890784) (← links)
- Mean rates of convergence of empirical measures in the Wasserstein metric (Q1891042) (← links)
- Uniqueness and robustness of solution of measure-valued equations of nonlinear filtering (Q1917208) (← links)
- Stochastic integrals and two filtrations (Q2091521) (← links)
- Parking game (Q2146416) (← links)
- On quadratic variation of martingales (Q2253703) (← links)
- On the Markov chain Monte Carlo (MCMC) method (Q2371215) (← links)
- On characterisation of Markov processes via martingale problems (Q2493465) (← links)
- Markov Property and Ergodicity of the Nonlinear Filter (Q2719135) (← links)
- (Q2790525) (← links)
- (Q3209943) (← links)
- (Q3330238) (← links)
- The markov property of the filter in the finitely additive white noise approach to nonlinear filtering<sup>†</sup> (Q3332017) (← links)
- (Q3472958) (← links)
- (Q3477744) (← links)
- (Q3580442) (← links)
- (Q3660615) (← links)
- (Q3660616) (← links)
- (Q3707044) (← links)
- Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory (Q3722392) (← links)
- (Q3795585) (← links)
- (Q3968245) (← links)
