The following pages link to (Q3334692):
Displaying 41 items.
- Cubature of random fields by product-type integration rules (Q1904177) (← links)
- Risk-sensitive and risk-neutral control for continuous-time hidden Markov models (Q1917179) (← links)
- Phase space transport and control of escape from a potential well (Q1920994) (← links)
- Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems (Q1926896) (← links)
- Uncertainty quantification analysis of the biological Gompertz model subject to random fluctuations in all its parameters (Q2122866) (← links)
- A \(\tau\)-power stochastic gamma diffusion process: computational statistical inference and simulation aspects. A real example (Q2250177) (← links)
- Solving initial and two-point boundary value linear random differential equations: a mean square approach (Q2250246) (← links)
- Quadratic forms for Feynman-Kac semigroups (Q2267197) (← links)
- Defending non-Bayesian learning against adversarial attacks (Q2318111) (← links)
- Flow control as a stochastic optimal control problem with incomplete information (Q2388218) (← links)
- Optimization of queuing system via stochastic control (Q2391328) (← links)
- Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application (Q2479457) (← links)
- On some generalization of fractional Brownian motions (Q2497605) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- Estimation of regression coefficients in case of differentiable error processes (Q3426332) (← links)
- ROBUST FILTERING AND DETECTION OF AN INSURANCE MODEL (Q3439933) (← links)
- Finite Horizon Control Problems Under Partial Information (Q3614973) (← links)
- (Q4033100) (← links)
- Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals (Q4409372) (← links)
- On a Solvable Diffusion with Time Dependent “Killing” (Q4432682) (← links)
- Smooth Random Functions, Random ODEs, and Gaussian Processes (Q4621288) (← links)
- ON A STOCHASTIC CAPTURE–RECAPTURE PREDATOR–PREY MODEL (Q4659538) (← links)
- Fractional random fields associated with stochastic fractional heat equations (Q4676429) (← links)
- A stochastic jump inventory model with deteriorating items (Q4946976) (← links)
- Stochastic complex integrals in a two-dimensional flow (Q5042555) (← links)
- State Estimation in Partially Observed Stochastic Networks with Queueing Applications (Q5153604) (← links)
- Specification of Additional Information for Solving Stochastic Inverse Problems (Q5238761) (← links)
- Data-Recursive Smoother Formulae for Partially Observed Discrete-Time Markov Chains (Q5478917) (← links)
- Fractional kinetic equations driven by Gaussian or infinitely divisible noise (Q5694149) (← links)
- Filtering, Smoothing and<i>M</i>-ary Detection with Discrete Time Poisson Observations (Q5697669) (← links)
- Martingale Valuation of Cash Flows for Insurance and Interest Models (Q5715974) (← links)
- On the stochastic differential equations of filtering theory (Q5899983) (← links)
- Gravitational-wave data analysis. Formalism and sample applications: the Gaussian Case (Q5916218) (← links)
- Gravitational-wave data analysis. Formalism and sample applications: the Gaussian Case (Q5919799) (← links)
- Calibration and estimation of redundant signals (Q5926286) (← links)
- Exact filters for Newton-Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems (Q5940773) (← links)
- Transient and stationary response statistics of van der Pol oscillators subjected to broad band random excitation (Q5955775) (← links)
- On the stochastic differential equations of filtering theory (Q5966360) (← links)
- Four finite dimensional (FD) surrogates for continuous random processes (Q6170552) (← links)
- Discrete-time linear skew-Gaussian system and its recursive fixed-dimensional exact density filtering (Q6537276) (← links)
- Microstructure models for extreme material responses (Q6609755) (← links)
