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    SIAMCO
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    Optimal Control of a Class of Linear Hybrid Systems with Saturation
    14 years 11 months ago
    Optimal Control of a Class of Linear Hybrid Systems with Saturation
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    Bart De Schutter
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    SIAMCO
    2000
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    Utility Maximization with Discretionary Stopping
    14 years 11 months ago
    Utility Maximization with Discretionary Stopping
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    Ioannis Karatzas, Hui Wang
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    SIAMCO
    2000
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    Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises
    14 years 11 months ago
    Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises
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    Alain Le Breton, Marie-Christine Roubaud
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    SIAMCO
    2000
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    Markov Property and Ergodicity of the Nonlinear Filter
    14 years 11 months ago
    Markov Property and Ergodicity of the Nonlinear Filter
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    A. G. Bhatt, A. Budhiraja, R. L. Karandikar
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    SIAMCO
    2000
    76views more  SIAMCO 2000»
    Stochastic Calculus for Fractional Brownian Motion I. Theory
    14 years 11 months ago
    Stochastic Calculus for Fractional Brownian Motion I. Theory
    Download  www.math.ku.edu
    Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Dunca...
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