Stochastic Differential Systems - Lecture Notes in Control and Information Sciences
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A martingale approach to first passage problems and a new condition for Wald's identity

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

10.1007/bfb0006418 ◽

2005 ◽

pp. 146-156 ◽

Cited By ~ 3

Author(s):

A. A. Novikov

Keyword(s):

First Passage ◽

Martingale Approach ◽

Wald's Identity

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Some remarks on the purely nondeterministic property of second order random fields

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

10.1007/bfb0006413 ◽

2005 ◽

pp. 98-109

Author(s):

G. Kallianpur

Keyword(s):

Random Fields ◽

Second Order

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On optimal sensor location in stochastic differential systems and in their deterministic analogues

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

10.1007/bfb0006420 ◽

2005 ◽

pp. 165-174

Author(s):

Gy. Sonnevend

Keyword(s):

Sensor Location ◽

Differential Systems ◽

Optimal Sensor Location

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Stochastic integration with respect to multiparameter Gaussian processes

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

10.1007/bfb0006423 ◽

2005 ◽

pp. 202-211

Author(s):

J. M. Stoyanov ◽

O. B. Enchev

Keyword(s):

Gaussian Processes ◽

Stochastic Integration

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The Hölder continuity of hilbert space valued stochastic integrals with an application to SPDE

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

10.1007/bfb0006414 ◽

2005 ◽

pp. 110-116 ◽

Cited By ~ 1

Author(s):

Peter Kotelenez

Keyword(s):

Hilbert Space ◽

Hölder Continuity ◽

Stochastic Integrals ◽

Holder Continuity

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On L2 and non-L2 multiple stochastic integration

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

10.1007/bfb0006424 ◽

2005 ◽

pp. 212-226 ◽

Cited By ~ 13

Author(s):

D. Surgailis

Keyword(s):

Stochastic Integration

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Semimartingales defined on markov processes

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

10.1007/bfb0006403 ◽

2005 ◽

pp. 13-24 ◽

Cited By ~ 2

Author(s):

E. Cinlar ◽

J. Jacod

Keyword(s):

Markov Processes

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On weak convergence of semimartingales and point processes

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

10.1007/bfb0006408 ◽

2005 ◽

pp. 61-68 ◽

Cited By ~ 1

Author(s):

B. Grigelionis ◽

R. Mikulevičius

Keyword(s):

Weak Convergence ◽

Point Processes

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On optimal stopping times in operating systems

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

10.1007/bfb0006402 ◽

2005 ◽

pp. 1-12

Author(s):

M. Arató

Keyword(s):

Operating Systems ◽

Optimal Stopping ◽

Stopping Times ◽

Optimal Stopping Times

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Some problems of large deviations

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

10.1007/bfb0006405 ◽

2005 ◽

pp. 41-46

Author(s):

M. D. Donsker ◽

S. R. S. Varadhan

Keyword(s):

Large Deviations

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

TOTAL DOCUMENTS

H-INDEX

Published By Springer-Verlag

A martingale approach to first passage problems and a new condition for Wald's identity

Some remarks on the purely nondeterministic property of second order random fields

On optimal sensor location in stochastic differential systems and in their deterministic analogues

Stochastic integration with respect to multiparameter Gaussian processes

The Hölder continuity of hilbert space valued stochastic integrals with an application to SPDE

On L2 and non-L2 multiple stochastic integration

Semimartingales defined on markov processes

On weak convergence of semimartingales and point processes

On optimal stopping times in operating systems

Some problems of large deviations

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