Stochastic Differential Systems - Lecture Notes in Control and Information Sciences
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Consistency of estimators in controlled systems

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0043788 ◽

2006 ◽

pp. 227-234

Author(s):

Petr Mandl

Keyword(s):

Controlled Systems

Limit theorems for storage process with the domain of attraction of a stable law

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0043796 ◽

2006 ◽

pp. 337-342

Author(s):

Keigo Yamada

Keyword(s):

Limit Theorems ◽

Domain Of Attraction ◽

Storage Process ◽

Stable Law

The adjoint process in stochastic optimal control

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0043778 ◽

2006 ◽

pp. 115-127

Author(s):

Robert J. Elliott ◽

Michael Kohlmann

Keyword(s):

Optimal Control ◽

Stochastic Optimal Control

On recursive adaptive filtering: Linear case

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0043774 ◽

2006 ◽

pp. 72-81

Author(s):

T. Bielecki ◽

B. Gołdys

Keyword(s):

Adaptive Filtering ◽

Linear Case

Singular perturbations for stochastic control

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0043785 ◽

2006 ◽

pp. 196-205

Author(s):

H. J. Kushner

Keyword(s):

Stochastic Control ◽

Singular Perturbations

A simple stochastic growth model for filamentary current structures in semiconductor systems

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0043790 ◽

2006 ◽

pp. 258-265

Author(s):

J. Parisi

Keyword(s):

Growth Model ◽

Stochastic Growth ◽

Stochastic Growth Model

On the smooth fit boundary conditions in the optimal stopping problem for semimertingales

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0043775 ◽

2006 ◽

pp. 82-90

Author(s):

R. J. Chitashvili

Keyword(s):

Boundary Conditions ◽

Optimal Stopping ◽

Optimal Stopping Problem

Extended stochastic lyapunov functions and recursive algorithms in linear stochastic systems

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0043786 ◽

2006 ◽

pp. 206-220 ◽

Cited By ~ 2

Author(s):

Tze Leung Lai

Keyword(s):

Lyapunov Functions ◽

Stochastic Systems ◽

Recursive Algorithms ◽

Linear Stochastic Systems

On invariant measures of filtering processes

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0043792 ◽

2006 ◽

pp. 279-292 ◽

Cited By ~ 11

Author(s):

Lukasz Stettner

Keyword(s):

Invariant Measures

Multiparameter martingale and Markov process

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0043795 ◽

2006 ◽

pp. 329-336

Author(s):

Eugene Wong

Keyword(s):

Markov Process

Stochastic Differential Systems - Lecture Notes in Control and Information SciencesLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer-Verlag

Consistency of estimators in controlled systems

Limit theorems for storage process with the domain of attraction of a stable law

The adjoint process in stochastic optimal control

On recursive adaptive filtering: Linear case

Singular perturbations for stochastic control

A simple stochastic growth model for filamentary current structures in semiconductor systems

On the smooth fit boundary conditions in the optimal stopping problem for semimertingales

Extended stochastic lyapunov functions and recursive algorithms in linear stochastic systems

On invariant measures of filtering processes

Multiparameter martingale and Markov process

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences
Latest Publications