Lecture Notes in Control and Information Sciences - Stochastic Differential Systems Filtering and Control
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Large deviations for stationary Gaussian processes

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

10.1007/bfb0005065 ◽

2005 ◽

pp. 108-112

Author(s):

M. D. Donsker ◽

S. R. S. Varadhan

Keyword(s):

Large Deviations ◽

Gaussian Processes ◽

Stationary Gaussian Processes

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On one-dimensional stochastic differential equations with generalized drift

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

10.1007/bfb0005069 ◽

2005 ◽

pp. 143-155 ◽

Author(s):

H. J. Engelbert ◽

W. Schmidt

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

One Dimensional

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Time reversal of diffusion processes

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

10.1007/bfb0005072 ◽

2005 ◽

pp. 176-182

Author(s):

U. G. Haussmann ◽

E. Pardoux

Keyword(s):

Time Reversal ◽

Diffusion Processes

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An invariance principle for martingales with values in sobolev spaces

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

10.1007/bfb0005064 ◽

2005 ◽

pp. 100-107

Author(s):

Michel Metivier

Keyword(s):

Invariance Principle ◽

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DNA disribution as a measure valued process

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

10.1007/bfb0005057 ◽

2005 ◽

pp. 35-42 ◽

Author(s):

A. Gerardi ◽

G. Nappo

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An entropy approach to the time reversal of diffusion processes

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

10.1007/bfb0005070 ◽

2005 ◽

pp. 156-163 ◽

Author(s):

H. Föllmer

Keyword(s):

Time Reversal ◽

Diffusion Processes

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Space scaling limit theorems for infinite particle branching brownian motions with immigration

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

10.1007/bfb0005063 ◽

2005 ◽

pp. 91-99

Author(s):

Luis G. Gorostiza

Keyword(s):

Limit Theorems ◽

Scaling Limit ◽

Brownian Motions ◽

Infinite Particle

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Continuous versions of the conditional statistics of nonlinear filtering

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

10.1007/bfb0005079 ◽

2005 ◽

pp. 235-246

Author(s):

H. J. Sussmann

Keyword(s):

Nonlinear Filtering ◽

Conditional Statistics

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Stability of parabolic equations with boundary and pointwise noise

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

10.1007/bfb0005059 ◽

2005 ◽

pp. 55-66 ◽

Author(s):

Akira Ichikawa

Keyword(s):

Parabolic Equations

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A PDE approach to asymptotic estimates for optimal exit probabilities

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

10.1007/bfb0005083 ◽

2005 ◽

pp. 281-285

Author(s):

Wendell H. Fleming ◽

Panagiotis E. Souganidis

Keyword(s):

Asymptotic Estimates ◽

Exit Probabilities

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