Pages that link to "Item:Q2338074"
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The following pages link to Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems (Q2338074):
Displaying 11 items.
- Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process (Q2211465) (← links)
- On a generalized stochastic Burgers' equation perturbed by Volterra noise (Q2236051) (← links)
- Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation (Q2240882) (← links)
- Advances in noise modeling for stochastic systems in optimal control (Q2674977) (← links)
- Filtering of Gaussian processes in Hilbert spaces (Q5114817) (← links)
- An Optimal Control Problem for Stochastic Linear PDE’s Driven by a Gaussian White Noise (Q5503143) (← links)
- An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)
- Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process (Q6107314) (← links)
- Parameter-dependent filtering of Gaussian processes in Hilbert spaces (Q6135045) (← links)
- Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes (Q6571714) (← links)
- Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process (Q6624009) (← links)
