The following pages link to Tyrone E. Duncan (Q255504):
Displaying 50 items.
- Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions (Q255505) (← links)
- Stochastic volatility models with volatility driven by fractional Brownian motions (Q268815) (← links)
- Some solvable stochastic differential games in \(\mathrm{SU}(3)\) (Q314545) (← links)
- A direct method for solving stochastic control problems (Q352250) (← links)
- Corrigendum to ``Prediction for some processes related to a fractional Brownian motion'' (Q553079) (← links)
- A solvable stochastic control problem in hyperbolic three space (Q579213) (← links)
- Brownian motion and affine Lie algebras (Q581640) (← links)
- Some topics in stochastic control (Q618953) (← links)
- (Q685193) (redirect page) (← links)
- Generalized pseudo-Bayes estimation and detection for abruptly changing systems (Q685194) (← links)
- Remarks on the moduli space of SU(2) monopoles and Toda flow (Q756804) (← links)
- Optimal filter realization for a class of nonlinear systems with finite- dimensional estimation algebra (Q795003) (← links)
- An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods (Q801869) (← links)
- A stochastic control approach to reciprocal diffusion processes (Q805590) (← links)
- A theory of rolling horizon decision making (Q809976) (← links)
- Stochastic regularization of linear equations and the realization of Gaussian fields (Q915262) (← links)
- Self-exciting counting process systems with finite state space (Q915264) (← links)
- A differential delay equation with wideband noise perturbations (Q921708) (← links)
- New exact nonlinear filters with large Lie algebras (Q1057233) (← links)
- Optimal control of observations in the filtering of diffusion processes. I (Q1063571) (← links)
- Optimal control of observations in the filtering of diffusion processes. II (Q1071726) (← links)
- Stochastic control related to branching diffusion processes (Q1076434) (← links)
- The optimal control of a two-parameter jump process (Q1085134) (← links)
- Adaptive control of three continuous time portfolio and consumption models (Q1101319) (← links)
- Rate of convergence for an estimator in a portfolio and consumption model (Q1101320) (← links)
- Adaptive control of a continuous time portfolio and consumption model (Q1101321) (← links)
- (Q1105541) (redirect page) (← links)
- An estimation problem in compact Lie groups (Q1105542) (← links)
- Nonparametric estimation of a posteriori distributions in nonlinear filtering (Q1178556) (← links)
- Designing of stabilization systems (Q1178565) (← links)
- Tracking of transition rates in Markov processes (Q1187146) (← links)
- Uniform operator continuity of the stationary Riccati equation in Hilbert space (Q1187563) (← links)
- Chaotic phenomena in desynchronized systems and stability analysis (Q1203702) (← links)
- Robustness analysis of discrete systems (Q1206088) (← links)
- Absolute continuity for abstract Wiener spaces (Q1220598) (← links)
- A note on some laws of the iterated logarithm (Q1222912) (← links)
- Stochastic integrals in Riemann manifolds (Q1234958) (← links)
- Stochastic systems in Riemannian manifolds (Q1246404) (← links)
- Estimation for jump processes in the tangent bundle of a Riemann manifold (Q1248840) (← links)
- Dynamic programming optimality criteria for stochastic systems in Riemannian manifolds (Q1256201) (← links)
- Wiener-filter-based minimum variance self-tuning regulation (Q1298255) (← links)
- Almost self-optimizing strategies for the adaptive control of diffusion processes (Q1331121) (← links)
- On the ergodic and the adaptive control of stochastic differential delay systems (Q1331122) (← links)
- A new decomposition method for stochastic dynamic stabilization (Q1346842) (← links)
- Robust adaptive control for linear systems with unknown parameters (Q1376285) (← links)
- Adaptive control of a diffusion to a goal and a parabolic Monge-Ampère-type equation (Q1383461) (← links)
- Adaptive control of a partially observed discrete time Markov process (Q1384646) (← links)
- Average cost per unit time control of stochastic manufacturing systems: Revisited (Q1397011) (← links)
- A design algorithm for self-improving nonstationary dynamical systems using adaptive coordinate-parametric control (Q1578497) (← links)
- Virtual and effective control for distributed systems and decomposition of everything (Q1580490) (← links)
