UB Paderborn / Katalog / Suche / in CDI

Applied Stochastic Analysis: Proceedings of a US-French Workshop, Rutgers University, New Brunswick, N.J., April 29 – May 2, 1991

1992

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A leavable bounded-velocity stochastic control problem

Stochastic processes and their applications, 2002-05, Vol.99 (1), p.31-51

2002

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Asymptotic stability of the optimal filter with respect to its initial condition

SIAM journal on control and optimization, 1996, Vol.34 (1), p.226-243

1996

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Two Books on the Malliavin Calculus

The Annals of Probability, 1990-01, Vol.18 (1), p.431-437

Ocone, Daniel L.

1990

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The Resolvent of a Degenerate Diffusion on the Plane, with Application to Partially Observed Stochastic Control

The Annals of applied probability, 1992-08, Vol.2 (3), p.629-668

1992

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Degenerate Variance Control in the One-dimensional Stationary Case

Electronic journal of probability, 2003-01, Vol.8 (none)

2003

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Learning complexity dimensions for a continuous-time control system

SIAM journal on control and optimization, 2004-01, Vol.43 (3), p.872-898

2004

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Degenerate Variance Control of a One-Dimensional Diffusion

SIAM journal on control and optimization, 2000-01, Vol.39 (1), p.1-24

2000

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Malliavin's calculus and stochastic integral representations of functional of diffusion processes

Stochastics, 1984-01, Vol.12 (3-4), p.161-185

Ocone, Daniel

1984

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Control with Partial Observations and an Explicit Solution of Mortensen?s Equation

Applied mathematics & optimization, 2004-05, Vol.49 (3), p.217-239

2004

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A guide to the stochastic calculus of variations

Stochastic Analysis and Related Topics, 2006, p.1-79

2006

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Control with Partial Observations and an Explicit Solution of Mortensen's Equation

Applied mathematics & optimization, 2004-05, Vol.49 (3), p.217

2004

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Stochastic calculus of variations for stochastic partial differential equations

Journal of functional analysis, 1988-08, Vol.79 (2), p.288-331

Ocone, Daniel

1988

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Controlled Markov Processes: Time-Discretization

SIAM Review, 1987-06, Vol.29 (2), p.333-334

Ocone, Daniel

1987

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Probability distributions of solutions to some stochastic partial differential equations

Stochastic Partial Differential Equations and Applications, 2006, p.184-199

2006

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Probability densities for conditional statistics in the cubic sensor problem

Mathematics of control, signals, and systems, 1988-06, Vol.1 (2), p.183-202

Ocone, Daniel

1988

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Entropy Inequalities and Entropy Dynamics in Nonlinear Filtering of Diffusion Processes

Stochastic Analysis, Control, Optimization and Applications, p.477-496

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Existence of Densities for Statistics in the Cubic Sensor Problem

Stochastic Differential Systems, Stochastic Control Theory and Applications, p.409-428

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Linear stochastic differential equations with boundary conditions

Probability theory and related fields, 1989-08, Vol.82 (4), p.489-526

1989

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Remarks on the finite energy condition in additive white noise filtering

Systems & control letters, 1984-01, Vol.5 (3), p.197-203

Ocone, Daniel

1984

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A Lie algebraic criterion for non-existence of finite dimensionally computable filters

Stochastic Partial Differential Equations and Applications II, 2006, p.197-204

2006

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Piecewise monotone filtering with small observation noise: Numerical simulations

Applied Stochastic Analysis, 2005, p.108-120

2005

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Estimates of cycle times in stochastic petri nets

Applied Stochastic Analysis, 2005, p.1-20

2005

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Numerical methods in ergodic optimal stochastic control and application

Applied Stochastic Analysis, 2005, p.59-73

2005

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A numerical method for a calculus of variations problem with discontinuous integrand

Applied Stochastic Analysis, 2005, p.90-107

2005

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Applied Stochastic Analysis: Proceedings of a US-French Workshop, Rutgers University, New Brunswick, N.J., April 29 – May 2, 1991

A leavable bounded-velocity stochastic control problem

Asymptotic stability of the optimal filter with respect to its initial condition

Two Books on the Malliavin Calculus

The Resolvent of a Degenerate Diffusion on the Plane, with Application to Partially Observed Stochastic Control

Degenerate Variance Control in the One-dimensional Stationary Case

Learning complexity dimensions for a continuous-time control system

Degenerate Variance Control of a One-Dimensional Diffusion

Malliavin's calculus and stochastic integral representations of functional of diffusion processes

Control with Partial Observations and an Explicit Solution of Mortensen?s Equation

A guide to the stochastic calculus of variations

Control with Partial Observations and an Explicit Solution of Mortensen's Equation

Stochastic calculus of variations for stochastic partial differential equations

Controlled Markov Processes: Time-Discretization

Probability distributions of solutions to some stochastic partial differential equations

Probability densities for conditional statistics in the cubic sensor problem

Entropy Inequalities and Entropy Dynamics in Nonlinear Filtering of Diffusion Processes

Existence of Densities for Statistics in the Cubic Sensor Problem

Linear stochastic differential equations with boundary conditions

Remarks on the finite energy condition in additive white noise filtering

A Lie algebraic criterion for non-existence of finite dimensionally computable filters

Piecewise monotone filtering with small observation noise: Numerical simulations

Estimates of cycle times in stochastic petri nets

Numerical methods in ergodic optimal stochastic control and application

A numerical method for a calculus of variations problem with discontinuous integrand

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