Exact finite dimensional filters for a class of nonlinear discrete-time systems^†

JOURNAL ARTICLE published August 1986 in Stochastics

Authors: J. Levine | G. Pignie

Approximate finite-dimensional filters for some nonlinear problems

JOURNAL ARTICLE published January 1982 in Stochastics

Authors: Héctor J. Sussmann

Exact finite-dimensional filters for certain diffusions with nonlinear drift

JOURNAL ARTICLE published 1 June 1981 in Stochastics

Authors: V. E. BeneŠ

Smoothing algorithms for nonlinear finite-dimensional systems

JOURNAL ARTICLE published January 1983 in Stochastics

Authors: Brian D. O. Anderson | Ian B. Rhodes

A nonrandom lyapunov spectrum for nonlinear stochastic dynamical systems

JOURNAL ARTICLE published June 1986 in Stochastics

Authors: Andrew Carverhill

Finite dimensional filter systems in discrete time

JOURNAL ARTICLE published 1 June 1981 in Stochastics

Authors: Sawitzki GÜnther

Finite optimal filters for a class of nonlinear diffusions with jumping parameters

JOURNAL ARTICLE published January 1982 in Stochastics

Authors: Tomas Björk

Approximate and limit results for nonlinear filters with wide bandwith observation noise

JOURNAL ARTICLE published February 1986 in Stochastics

Authors: Harold J. Kushner | Hai Huang

Finite dimensional optimal filters for a class of ltô- processes with jumping parameters

JOURNAL ARTICLE published January 1980 in Stochastics

Authors: T. Björk

Stochastic quantization of finite dimensional systems with electromagnetic interactions

JOURNAL ARTICLE published April 2012 in Stochastics

Authors: Laura M. Morato | Stefania Ugolini

Finite dimensional filters for a discrete-time nonlinear system with generalized gaussian white noise

JOURNAL ARTICLE published May 1995 in Stochastics and Stochastic Reports

Authors: Marco Ferrante | Federica Giummolé

Optimal control of partially observed systems with arbitrary dependent noises: linear quadratic case

JOURNAL ARTICLE published May 1986 in Stochastics

Authors: A. E. Bashirov

Equivalent models for finite-fuel stochastic control

JOURNAL ARTICLE published September 1986 in Stochastics

Authors: Ioannis Karatzas | Steven E. Shreve

Stochastic control of symmetric markov processes and nonlinear variational inequalities

JOURNAL ARTICLE published October 1986 in Stochastics

Authors: H. Nagai

Existence of an optimal control for stochastic control systems with nonlinear cost functional

JOURNAL ARTICLE published June 2010 in Stochastics

Authors: R. Buckdahn | B. Labed | C. Rainer | L. Tamer

Numerical methods for controls for nonlinear stochastic systems with delays and jumps: applications to admission control

JOURNAL ARTICLE published June 2011 in Stochastics

Authors: Harold J. Kushner

Feedback stabilization and adaptive stabilization of stochastic nonlinear systems by the control Lyapunov function

JOURNAL ARTICLE published April 2011 in Stochastics

Authors: Fakhreddin Abedi | Malik Abu Hassan | Mohammed Suleiman

On the existence of finite-dimensional filters in discrete time

JOURNAL ARTICLE published September 1992 in Stochastics and Stochastic Reports

Authors: Marco Ferrante

Filtering formulae for partially observed linear systems with non-gaussian initial conditions

JOURNAL ARTICLE published February 1986 in Stochastics

Authors: Armand M. Makowski

Non-finite-dimensional computability of filters in the presence of entrance boundaries

JOURNAL ARTICLE published January 1992 in Stochastics and Stochastic Reports

Authors: Daniel L. Ocone