Lecture Notes in Control and Information Sciences - Stochastic Differential Systems Filtering and Control
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The asymptotic statistical problems for fields of diffusion type

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

10.1007/bfb0004018 ◽

2005 ◽

pp. 276-286

Author(s):

A. F. Taraskin

Keyword(s):

Diffusion Type ◽

Statistical Problems

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On the predictable jumps of martingales

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

10.1007/bfb0003997 ◽

2005 ◽

pp. 50-57 ◽

Cited By ~ 4

Author(s):

L. I. Galtchouk

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On the existence of a solution of the stochastic equation with respect to a martingale and a random measure

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

10.1007/bfb0003998 ◽

2005 ◽

pp. 58-68 ◽

Cited By ~ 1

Author(s):

V. A. Lebedev

Keyword(s):

Stochastic Equation ◽

Random Measure ◽

Existence Of A Solution

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On the existence of the optimal policy for a multidimensional quasidiffusion controlled process

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

10.1007/bfb0004000 ◽

2005 ◽

pp. 80-90

Author(s):

A. Yu. Veretennikov

Keyword(s):

Optimal Policy

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On stochastic bang-bang control

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

10.1007/bfb0004012 ◽

2005 ◽

pp. 221-238 ◽

Cited By ~ 4

Author(s):

A. V. Balakrishnan

Keyword(s):

Bang Bang Control

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On a dirichlet problem with random coefficients

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

10.1007/bfb0004026 ◽

2005 ◽

pp. 344-353 ◽

Cited By ~ 1

Author(s):

V. V. Jurinskii

Keyword(s):

Dirichlet Problem ◽

Random Coefficients

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Stationary solutions of the stochastic Navier-Stokes equations

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

10.1007/bfb0004002 ◽

2005 ◽

pp. 103-113

Author(s):

M. I. Višic ◽

A. I. Komech

Keyword(s):

Stokes Equations ◽

Stationary Solutions ◽

Navier Stokes ◽

Navier Stokes Equations

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On absolute continuity of probability measures for markov-itô processes

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

10.1007/bfb0004003 ◽

2005 ◽

pp. 114-128 ◽

Cited By ~ 3

Author(s):

Yu. M. Kabanov ◽

R. Sh. Liptser ◽

A. N. Shiryayev

Keyword(s):

Absolute Continuity ◽

Probability Measures

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Stochastic spectral equations

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

10.1007/bfb0004027 ◽

2005 ◽

pp. 354-363

Author(s):

V. L. Girko

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Diffusion in regions with many small holes

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

10.1007/bfb0004010 ◽

2005 ◽

pp. 190-206 ◽

Cited By ~ 25

Author(s):

G. C. Papanicolaou ◽

S. R. S. Varadhan

Keyword(s):

Small Holes

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

TOTAL DOCUMENTS

H-INDEX

Published By Springer-Verlag

The asymptotic statistical problems for fields of diffusion type

On the predictable jumps of martingales

On the existence of a solution of the stochastic equation with respect to a martingale and a random measure

On the existence of the optimal policy for a multidimensional quasidiffusion controlled process

On stochastic bang-bang control

On a dirichlet problem with random coefficients

Stationary solutions of the stochastic Navier-Stokes equations

On absolute continuity of probability measures for markov-itô processes

Stochastic spectral equations

Diffusion in regions with many small holes

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