The following pages link to (Q3503154):
Displaying 50 items.
- A branching particle system approximation for nonlinear stochastic filtering (Q370932) (← links)
- Stability of the filter with Poisson observations (Q500868) (← links)
- A maximum principle for partially observed optimal control of forward-backward stochastic control systems (Q543062) (← links)
- Central limit theorems for a super-diffusion over a stochastic flow (Q633135) (← links)
- Mean-variance hedging and forward-backward stochastic differential filtering equations (Q642699) (← links)
- Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
- Joint continuity of the solutions to a class of nonlinear SPDEs (Q714955) (← links)
- Optimal control problem of backward stochastic differential delay equation under partial information (Q899124) (← links)
- Leader-follower stochastic differential game with asymmetric information and applications (Q901174) (← links)
- Ergodic theory for a superprocess over a stochastic flow (Q983177) (← links)
- Improved distributed particle filters for tracking in a wireless sensor network (Q1662043) (← links)
- Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility (Q1688615) (← links)
- Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
- A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (Q1716549) (← links)
- Linear quadratic nonzero sum differential games with asymmetric information (Q1717997) (← links)
- Nonzero sum differential game of mean-field BSDEs with jumps under partial information (Q1718654) (← links)
- Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs (Q1729063) (← links)
- A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256) (← links)
- Controlled stochastic partial differential equations for rabbits on a grassland (Q1987576) (← links)
- Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
- On the anticipative nonlinear filtering problem and its stability (Q2045123) (← links)
- Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information (Q2049322) (← links)
- A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484) (← links)
- The least squares estimator of random variables under convex operators on \(L_{\mathcal{F}}^\infty (\mu)\) space (Q2070635) (← links)
- Stability of non-linear filter for deterministic dynamics (Q2072662) (← links)
- Bayesian sequential update for monitoring and control of high-dimensional processes (Q2095228) (← links)
- LQ control of Itô stochastic system with asymmetric information (Q2122189) (← links)
- Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
- Maximum principle for general partial information nonzero sum stochastic differential games and applications (Q2150665) (← links)
- A general drift estimation procedure for stochastic differential equations with additive fractional noise (Q2180056) (← links)
- Asymptotic properties of linear filter for deterministic processes (Q2189138) (← links)
- Linear quadratic control of backward stochastic differential equation with partial information (Q2242806) (← links)
- Partially observed time-inconsistency recursive optimization problem and application (Q2247911) (← links)
- A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information (Q2251741) (← links)
- Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise (Q2289783) (← links)
- A branching particle system approximation for a class of FBSDEs (Q2296088) (← links)
- A filtering problem with uncertainty in observation (Q2303939) (← links)
- The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
- A numerical method for forward-backward stochastic equations with delay and anticipated term (Q2322581) (← links)
- A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
- Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (Q2347578) (← links)
- Combining robust state estimation with nonlinear model predictive control to regulate the acute inflammatory response to pathogen (Q2351782) (← links)
- A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293) (← links)
- Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079) (← links)
- An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications (Q2424363) (← links)
- A new approach to stochastic evolution equations with adapted drift (Q2442907) (← links)
- Large deviations for optimal filtering with fractional Brownian motion (Q2444644) (← links)
- An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information (Q2632921) (← links)
- A linear-quadratic partially observed Stackelberg stochastic differential game with application (Q2668356) (← links)
- A chaotic communication system of improved performance based on the Derivative-free nonlinear Kalman filter (Q2822262) (← links)
