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    SIAMCO
    2000
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    Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises
    15 years 1 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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    Optimal Control of a Class of Linear Hybrid Systems with Saturation
    15 years 1 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
    86views more  SIAMCO 2000»
    Utility Maximization with Discretionary Stopping
    15 years 1 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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    Markov Property and Ergodicity of the Nonlinear Filter
    15 years 1 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
    2002
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    Filtering for Linear Systems Driven by Fractional Brownian Motion
    15 years 26 days ago
    Filtering for Linear Systems Driven by Fractional Brownian Motion
    Download  www.eng.ucy.ac.cy
    Nasir Uddin Ahmed, Charalambos D. Charalambous
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