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    SIAMCO
    2000
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    Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises
    15 years 10 days 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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    Optimal Control of a Class of Linear Hybrid Systems with Saturation
    15 years 10 days 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
    15 years 10 days ago
    Utility Maximization with Discretionary Stopping
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    Ioannis Karatzas, Hui Wang
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    SIAMCO
    2000
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    Markov Property and Ergodicity of the Nonlinear Filter
    15 years 10 days 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
    2002
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    Filtering for Linear Systems Driven by Fractional Brownian Motion
    15 years 6 days ago
    Filtering for Linear Systems Driven by Fractional Brownian Motion
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    Nasir Uddin Ahmed, Charalambos D. Charalambous
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