ISSN: 0363-0129    Frecuencia: 6   Formato: Impresa

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17 artículos asociados 
Volumen 43 Número 4 Parte 0 Año 2005

Optimal Momentum Hedging via Hypoelliptic Reduced Monge-Amp?re PDEs
Stojanovic, Srdjan
Pág. 1151 - 1173  

Efficient Hedging When Asset Prices Follow a Geometric Poisson Process with Unknown Intensities
Kirch, Michael, Runggaldier, Wolfgang J
Pág. 1174 - 1195  

Linear Quadratic Gaussian Balancing for Discrete-Time Infinite-Dimensional Linear Systems
Opmeer, Mark R, Curtain, Ruth F
Pág. 1196 - 1221  

Nonzero-Sum Stochastic Differential Games with Discontinuous Feedback
Mannucci, Paola
Pág. 1222 - 1233  

A Sufficient Condition on Riesz Basis with Parentheses of Non-Self-Adjoint Operator and Application to a Serially Connected String System under Joint Feedbacks
Guo, Bao-Zhu, Xie, Yu
Pág. 1234 - 1252  

Finite Time Stability and Robust Control Synthesis of Uncertain Switched Systems
Orlov, Y
Pág. 1253 - 1271  

Quenched Large Deviations for One Dimensional Nonlinear Filtering
Pardoux, ?tienne, Zeitouni, Ofer
Pág. 1272 - 1297  

Well-posedness of Nonconvex Integral Functionals
Villa, Silvia
Pág. 1298 - 1312  

Null Controllability and the Algebraic Riccati Equation in Banach Spaces
Neerven, J M A M van
Pág. 1313 - 1327  

Bounds and Asymptotic Approximations for Utility Prices when Volatility Is Random
Sircar, Ronnie, Zariphopoulou, Thaleia
Pág. 1328 - 1353  

Neumann Boundary Control of Hyperbolic Equations with Pointwise State Constraints
Mordukhovich, Boris S, Raymond, Jean-Pierre
Pág. 1354 - 1372  

Optimal Control of Uncertain Systems with Incomplete Information for the Disturbances
Quincampoix, Marc, Veliov, Vladimir M
Pág. 1373 - 1399  

Unique Continuation and Control for the Heat Equation from an Oscillating Lower Dimensional Manifold
Castro, Carlos, Zuazua, Enrique
Pág. 1400 - 1434  

Spectral Factorization by Symmetric Extraction for Distributed Parameter Systems
Winkin, J J, Callier, F M, Jacob, B, Partington, J R
Pág. 1435 - 1466  

Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations
Borkar, Vivek, Budhiraja, Amarjit
Pág. 1467 - 1492  

Causal and Stable Input/Output Structures on Multidimensional Behaviors
Wood, J, Sule, V R, Rogers, E
Pág. 1493 - 1520  

What Is the Better Signal Space for Discrete-Time Systems: l2(Z) or l4(N0)?
Jacob, Birgit
Pág. 1521 -