✦ LIBER ✦

Linear isometric non-anticipative transformations of Wiener process

✍ Scribed by Zoran Ivković; Drazen Pantić

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A General Class of Linear Transformation

✍ D. A. Woodward 📂 Article 📅 1961 🏛 American Mathematical Society 🌐 English ⚖ 529 KB

Multivariable control experiments of non

✍ Kazuhiko Nakamoto; Norihiro Watanabe 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 538 KB

Optimal stationary linear control of the

✍ V. E. Beneš; I. Karatzas 📂 Article 📅 1981 🏛 Springer 🌐 English ⚖ 871 KB

Optimal discounted linear control of the

✍ I. Karatzas 📂 Article 📅 1980 🏛 Springer 🌐 English ⚖ 425 KB

Optimal Stationary Linear Control of the

✍ Václav E. Beneš and Ioannis Karatzas 📂 Article 📅 1980 🏛 Applied Probability Trust 🌐 English ⚖ 236 KB

Transformations of an abstract Wiener in

✍ O. S. Gavryliv 📂 Article 📅 1987 🏛 Springer 🌐 English ⚖ 304 KB