| 1 |
Ergodicity and Drift Parameter Estimation for Infinite-Dimensional Fractional Ornstein-Uhlenbeck Process of the Second Kind
Balde MF, Es-Sebaiy K, Tudor CA
Applied Mathematics and Optimization, 81(3), 785, 2020 |
| 2 |
Optimal control of mean-field jump-diffusion systems with noisy memory
Ma HP, Liu B
International Journal of Control, 92(4), 816, 2019 |
| 3 |
POINTWISE SECOND-ORDER NECESSARY CONDITIONS FOR STOCHASTIC OPTIMAL CONTROLS, PART I: THE CASE OF CONVEX CONTROL CONSTRAINT
Zhang HS, Zhang X
SIAM Journal on Control and Optimization, 53(4), 2267, 2015 |
| 4 |
Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions
Han YC, Hu YZ, Song J
Applied Mathematics and Optimization, 67(2), 279, 2013 |
| 5 |
MAXIMUM PRINCIPLES FOR FORWARD-BACKWARD STOCHASTIC CONTROL SYSTEMS WITH CORRELATED STATE AND OBSERVATION NOISES
Wang GC, Wu Z, Xiong J
SIAM Journal on Control and Optimization, 51(1), 491, 2013 |
| 6 |
Exponential Mixing of the 3D Stochastic Navier-Stokes Equations Driven by Mildly Degenerate Noises
Albeverio S, Debussche A, Xu LH
Applied Mathematics and Optimization, 66(2), 273, 2012 |
| 7 |
Stochastic Integrals and Evolution Equations with Gaussian Random Fields
Lototsky SV, Stemmann K
Applied Mathematics and Optimization, 59(2), 203, 2009 |
| 8 |
MAXIMUM PRINCIPLES FOR OPTIMAL CONTROL OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS
Oksendal B, Sulem A
SIAM Journal on Control and Optimization, 48(5), 2945, 2009 |
| 9 |
Sensitivity analysis using Ito-Malliavin calculus and martingales, and application to stochastic optimal control
Gobet E, Munos R
SIAM Journal on Control and Optimization, 43(5), 1676, 2005 |
| 10 |
Asymptotic behavior of infinite dimensional stochastic differential equations by anticipative variation of constants formula
Bonaccorsi S, Tessitore G
Applied Mathematics and Optimization, 44(3), 203, 2001 |
