The following pages link to (Q3908216):
Displaying 50 items.
- Optimal investment and consumption under partial information (Q261540) (← links)
- Some fluctuation results for weakly interacting multi-type particle systems (Q288830) (← links)
- Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions (Q340785) (← links)
- Optimal linear filtering for systems of stochastic differential equations with Poisson perturbations (Q380653) (← links)
- A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
- Dimensional reduction in nonlinear filtering: a homogenization approach (Q389065) (← links)
- Iterated gain-based stochastic filters for dynamic system identification (Q398493) (← links)
- Biofilm growth on medical implants with randomness (Q409772) (← links)
- Optimal controller for stochastic polynomial systems with state-dependent polynomial input (Q411165) (← links)
- A branching particle approximation to a filtering micromovement model of asset price (Q453787) (← links)
- Mean-square data-based controller for nonlinear polynomial systems with multiplicative noise (Q454850) (← links)
- On absolutely continuous compensators and nonlinear filtering equations in default risk models (Q454855) (← links)
- A perturbed martingale approach to global optimization (Q468044) (← links)
- Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching (Q517215) (← links)
- An anticipative linear filtering equation (Q553370) (← links)
- Finite-dimensional approximations for the equation of nonlinear filtering derived in mild form (Q579749) (← links)
- A finitely additive white noise approach to nonlinear filtering (Q594830) (← links)
- Epidemic models with random coefficients (Q622965) (← links)
- A Girsanov particle filter in nonlinear engineering dynamics (Q649694) (← links)
- An M-ary detection approach for asset allocation (Q660845) (← links)
- Joint continuity of the solutions to a class of nonlinear SPDEs (Q714955) (← links)
- Solution of one class of systems of stochastic differential equations (Q735963) (← links)
- A Bayes formula for nonlinear filtering with Gaussian and Cox noise (Q764410) (← links)
- Some recent developments in nonlinear filtering theory (Q789808) (← links)
- Optimal finite-dimensional recursive identification in a polynomial output mapping class (Q794579) (← links)
- Linear-quadratic-Gaussian mean-field-game with partial observation and common noise (Q829005) (← links)
- Pattern's reliability importance under dependence condition and different information levels (Q856229) (← links)
- On the equivalence of multiparameter Gaussian processes (Q867078) (← links)
- Continuous-time stochastic consensus: stochastic approximation and Kalman-Bucy filtering based protocols (Q900666) (← links)
- Multiple Wiener-Itô integral expansions for level-crossing-count functionals (Q909337) (← links)
- Vector valued stochastic processes. IV: Integral representation of linear operations on spaces of stochastic processes (Q910814) (← links)
- Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
- When is a stochastic integral a time change of a diffusion? (Q912482) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Optimal controller for uncertain stochastic polynomial systems (Q924048) (← links)
- Random coefficient differential equation models for bacterial growth (Q969979) (← links)
- Utility maximization with convex constraints and partial information (Q996765) (← links)
- Identification of a Markovian system with observations corrupted by a fractional Brownian motion (Q1012229) (← links)
- Further results on some singular linear stochastic differential equations (Q1016620) (← links)
- On a problem of optimal stochastic control with incomplete information (Q1021257) (← links)
- Optimal consumption and investment under partial information (Q1029540) (← links)
- Statistical inference for reciprocal gamma diffusion process (Q1036702) (← links)
- Nonlinear filtering of semi-Dirichlet processes (Q1041054) (← links)
- A simulation approach to optimal stopping under partial information (Q1045791) (← links)
- Existence of optimal controls for partially observed linear diffusions (Q1054699) (← links)
- Estimating the mean function of a Gaussian process and the Stein effect (Q1055133) (← links)
- A test for the existence of Gohberg-Krein representations in terms of multiparameter Wiener processes (Q1064659) (← links)
- A generalization of Chernoff inequality via stochastic analysis (Q1077065) (← links)
- On the use of semimartingales and stochastic integrals to model continuous trading (Q1088571) (← links)
- Control of a partially observed diffusion up to an exit time (Q1088969) (← links)
