The following pages link to (Q3334692):
Displaying 50 items.
- Mean square solution of Bessel differential equation with uncertainties (Q313632) (← links)
- Application of optimal filtering methods for on-line of queueing network states (Q315121) (← links)
- Three parameter gamma-type growth curve, using a stochastic gamma diffusion model: computational statistical aspects and simulation (Q413899) (← links)
- Random Hermite differential equations: mean square power series solutions and statistical properties (Q426404) (← links)
- Optimal state filtering of controllable systems with random structure (Q465293) (← links)
- A mean square chain rule and its application in solving the random Chebyshev differential equation (Q523684) (← links)
- The Wonham filter under uncertainty: A game-theoretic approach (Q540194) (← links)
- On stable Markov processes (Q583723) (← links)
- Probabilistic models for stochastic elliptic partial differential equations (Q602939) (← links)
- Statistical control of control-affine nonlinear systems with nonquadratic cost functions: HJB and verification theorems (Q608471) (← links)
- Random Airy type differential equations: mean square exact and numerical solutions (Q611455) (← links)
- Solving the random Legendre differential equation: mean square power series solution and its statistical functions (Q639101) (← links)
- Filtering of the Markov jump process given the observations of multivariate point process (Q747324) (← links)
- The effects of rapid sampling in system identification (Q751603) (← links)
- An inverse problem for stochastic differential equations (Q753275) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- The simple pendulum and the periodic LQG control problem (Q805551) (← links)
- Search allocation game (Q818082) (← links)
- Trend analysis using nonhomogeneous stochastic diffusion processes. Emission of CO\({}_{2}\); Kyoto protocol in Spain (Q841884) (← links)
- Efficient stochastic sensitivity analysis of discrete event systems (Q870582) (← links)
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- A stochastic unknown input realization and filtering technique (Q901167) (← links)
- Credit risk and contagion via self-exciting default intensity (Q902175) (← links)
- On the characteristic functional of a doubly stochastic Poisson process: Application to a narrow-band process (Q924757) (← links)
- Minimax a posteriori estimation in the hidden Markov models (Q927584) (← links)
- Robust parameter estimation for asset price models with Markov modulated volatilities (Q951363) (← links)
- Filtering of continuous-time Markov chains (Q969362) (← links)
- Random differential operational calculus: theory and applications (Q980322) (← links)
- Wavelet-vaguelette decomposition of spatiotemporal random fields (Q1001498) (← links)
- Random linear-quadratic mathematical models: Computing explicit solutions and applications (Q1013143) (← links)
- Patterns and structure in systems governed by linear second-order differential equations (Q1089815) (← links)
- New explicit filters and smoothers for diffusions with nonlinear drift and measurements (Q1128534) (← links)
- Exit distributions for symmetric Markov processes via Gaussian techniques (Q1201757) (← links)
- Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost (Q1292391) (← links)
- Some recent results in finitely additive white noise theory (Q1332517) (← links)
- Measure change estimates for hidden Markov models (Q1333860) (← links)
- On the coherence function for stochastic systems (Q1348711) (← links)
- Finite-dimensional solutions of a modified Zakai equation (Q1356627) (← links)
- Filters for estimating Markov modulated Poisson processes and image-based tracking (Q1360456) (← links)
- On solutions to Itô stochastic differential equations (Q1408412) (← links)
- Simulated maximum likelihood in nonlinear continuous-discrete state space models: importance sampling by approximate smoothing (Q1424631) (← links)
- Multiscale estimation of processes related to the fractional Black-Scholes equation (Q1424648) (← links)
- Stochastic dynamic models of response time and accuracy: A foundation primer (Q1584805) (← links)
- Wonham filtering by observations with multiplicative noises (Q1641944) (← links)
- Optimal channel choice for lossy data flow transmission (Q1641947) (← links)
- Production and replacement policies for a deteriorating manufacturing system under random demand and quality (Q1681516) (← links)
- On the random gamma function: theory and computing (Q1743926) (← links)
- Random mixed hyperbolic models: numerical analysis and computing (Q1761642) (← links)
- Noise-induced chaos and phase space flux (Q1803765) (← links)
- Kalman filtering on approximate state-space models (Q1893320) (← links)
