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

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Springer-Verlag

3540162283

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Stability under small perturbations

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

10.1007/bfb0041178 ◽

2006 ◽

pp. 362-367 ◽

Cited By ~ 1

Author(s):

J. Zabczyk

Keyword(s):

Small Perturbations

On Levy's area process

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

10.1007/bfb0041162 ◽

2006 ◽

pp. 187-194 ◽

Cited By ~ 2

Author(s):

K. Helmes

Stationary control of brownian motion in several dimensions

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

10.1007/bfb0041156 ◽

2006 ◽

pp. 137-139

Author(s):

R. Mitchell Cox ◽

Ioannis Karatzas

Keyword(s):

Brownian Motion ◽

Stationary Control

Optimal control of reflected diffusion processes : An example of state constraints

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

10.1007/bfb0041170 ◽

2006 ◽

pp. 269-276

Author(s):

P. L. Lions

Keyword(s):

Optimal Control ◽

State Constraints ◽

Diffusion Processes ◽

Reflected Diffusion

Viscosity solutions in partially observed control

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

10.1007/bfb0041166 ◽

2006 ◽

pp. 217-226

Author(s):

Michael Kohlmann

Keyword(s):

Viscosity Solutions ◽

Partially Observed

Reverse time smoothing for point process observations

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

10.1007/bfb0041158 ◽

2006 ◽

pp. 151-158 ◽

Cited By ~ 1

Author(s):

Robert J. Elliott

Keyword(s):

Point Process ◽

Reverse Time

Asymptotic Properties of Least-Squares Estimators in Semimartingale Regression Models

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

10.1007/bfb0041154 ◽

2006 ◽

pp. 121-126

Author(s):

N. Chritopeit

Keyword(s):

Least Squares ◽

Regression Models ◽

Asymptotic Properties ◽

Least Squares Estimators

Adaptive tracking of dynamic airborne vehicles based on (flir) image plane intensity data

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

10.1007/bfb0041172 ◽

2006 ◽

pp. 284-304 ◽

Cited By ~ 1

Author(s):

Peter S. Maybeck

Keyword(s):

Image Plane ◽

Intensity Data ◽

Adaptive Tracking

Central limit theorems and random currents

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

10.1007/bfb0041163 ◽

2006 ◽

pp. 195-205 ◽

Cited By ~ 4

Author(s):

Nobuyuki Ikeda ◽

Yoko Ochi

Keyword(s):

Central Limit ◽

Limit Theorems ◽

Central Limit Theorems

Asymptotic ordering of probability distributions for linear controlled systems with quadratic cost

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

10.1007/bfb0041171 ◽

2006 ◽

pp. 277-283 ◽

Cited By ~ 3

Author(s):

Petr Mandl

Keyword(s):

Probability Distributions ◽

Controlled Systems ◽

Quadratic Cost ◽

Linear Controlled Systems

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

TOTAL DOCUMENTS

H-INDEX

Published By Springer-Verlag

Stability under small perturbations

On Levy's area process

Stationary control of brownian motion in several dimensions

Optimal control of reflected diffusion processes : An example of state constraints

Viscosity solutions in partially observed control

Reverse time smoothing for point process observations

Asymptotic Properties of Least-Squares Estimators in Semimartingale Regression Models

Adaptive tracking of dynamic airborne vehicles based on (flir) image plane intensity data

Central limit theorems and random currents

Asymptotic ordering of probability distributions for linear controlled systems with quadratic cost

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