Recent Advances in Stochastic Calculus - Progress in Automation and Information Systems
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Published By Springer New York

9781461279990, 9781461234081

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Nonlinear Filtering Theory

Recent Advances in Stochastic Calculus - Progress in Automation and Information Systems ◽

10.1007/978-1-4612-3408-1_2 ◽

1990 ◽

pp. 27-64 ◽

Cited By ~ 3

Author(s):

Alain Bensoussan

Keyword(s):

Nonlinear Filtering ◽

Filtering Theory

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Martingale Problems for Constrained Markov Problems

Recent Advances in Stochastic Calculus - Progress in Automation and Information Systems ◽

10.1007/978-1-4612-3408-1_6 ◽

1990 ◽

pp. 151-168 ◽

Cited By ~ 3

Author(s):

Thomas G. Kurtz

Keyword(s):

Martingale Problems

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An Introduction to Malliavin Calculus and Some of its Applications

Recent Advances in Stochastic Calculus - Progress in Automation and Information Systems ◽

10.1007/978-1-4612-3408-1_3 ◽

1990 ◽

pp. 65-104 ◽

Cited By ~ 2

Author(s):

Dominique Michel ◽

Etienne Pardoux

Keyword(s):

Malliavin Calculus

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Filtering and Control for Point Process Observations

Recent Advances in Stochastic Calculus - Progress in Automation and Information Systems ◽

10.1007/978-1-4612-3408-1_1 ◽

1990 ◽

pp. 1-26 ◽

Cited By ~ 6

Author(s):

Robert J. Elliott

Keyword(s):

Point Process ◽

And Control

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Controlled Markov Chains on a Countable State Space: Some Recent Results

Recent Advances in Stochastic Calculus - Progress in Automation and Information Systems ◽

10.1007/978-1-4612-3408-1_5 ◽

1990 ◽

pp. 141-150

Author(s):

Vivek S. Borkar

Keyword(s):

Markov Chains ◽

State Space ◽

Countable State Space ◽

Controlled Markov Chains ◽

Countable State

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Stochastic Calculus on Manifolds with Applications

Recent Advances in Stochastic Calculus - Progress in Automation and Information Systems ◽

10.1007/978-1-4612-3408-1_4 ◽

1990 ◽

pp. 105-140 ◽

Cited By ~ 2

Author(s):

Tyrone Duncan

Keyword(s):

Stochastic Calculus

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Applications of Stochastic Calculus in Financial Economics

Recent Advances in Stochastic Calculus - Progress in Automation and Information Systems ◽

10.1007/978-1-4612-3408-1_7 ◽

1990 ◽

pp. 169-217 ◽

Cited By ~ 1

Author(s):

Ioannis Karatzas

Keyword(s):

Financial Economics ◽

Stochastic Calculus

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Recent Advances in Stochastic Calculus - Progress in Automation and Information SystemsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

Nonlinear Filtering Theory

Martingale Problems for Constrained Markov Problems

An Introduction to Malliavin Calculus and Some of its Applications

Filtering and Control for Point Process Observations

Controlled Markov Chains on a Countable State Space: Some Recent Results

Stochastic Calculus on Manifolds with Applications

Applications of Stochastic Calculus in Financial Economics

Recent Advances in Stochastic Calculus - Progress in Automation and Information Systems
Latest Publications