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Chemie
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keywords:(Chemie)
Separation theorem for optimal impulse control with discontinuous observations
On the control of jump processes
Duality theory for some stochastic control models
Optimal controls for partially observed stochastic systems using nonstandard analysis
Solving the Zakai equation by ito's Method
Some problems in sequential analysis
On impulsive control with long run average cost criterion
Simple and efficient linear and nonlinear filters by regular perturbation methods
Optimal control based on observations on the boundary
On strong solutions of stohastic equations with respect to semimartingales
Differentiation of measures related to stochastic processes
A control problem in a manifold with nonsmooth boundary
First passage times in stochastic models of physical systems and in filtering theory
A result of the iterated logarithm type for a certain class of stochastic processes
A stochastic differential equation for Feller's one-dimensional diffusions
Radon-Nikodym derivatives in case of rational spectral densities
Smoothing of a diffusion process conditionned at final time
Some results on likelihood ratios for two-parameter processes
Inverse problems in stochastic Riemannian geometry