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Results: 2
Degenerate variance control of a one-dimensional diffusion
Authors:
Ocone, D Weerasinghe, A
Citation:
D. Ocone et A. Weerasinghe, Degenerate variance control of a one-dimensional diffusion, SIAM J CON, 39(1), 2000, pp. 1-24
Exponential stability in discrete-time filtering for non-ergodic signals
Authors:
Budhiraja, A Ocone, D
Citation:
A. Budhiraja et D. Ocone, Exponential stability in discrete-time filtering for non-ergodic signals, STOCH PR AP, 82(2), 1999, pp. 245-257
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