Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift. (English) Zbl 1516.91060 Stoch. Models 39, No. 2, 323-362 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 91G15 91G10 93E20 60F25 60G35 × Cite Format Result Cite Review PDF Full Text: DOI
Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift. (English) Zbl 1458.91208 J. Appl. Probab. 58, No. 1, 197-216 (2021). MSC: 91G15 91G10 93E11 93E20 60F25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tao, Ruifeng; Ma, Yuechao; Wang, Chunjiao Stochastic admissibility of singular Markov jump systems with time-delay via sliding mode approach. (English) Zbl 1460.93101 Appl. Math. Comput. 380, Article ID 125282, 11 p. (2020). MSC: 93E15 93B12 93C43 60J28 × Cite Format Result Cite Review PDF Full Text: DOI
Aalto, Atte Convergence of discrete-time Kalman filter estimate to continuous time estimate. (English) Zbl 1338.93364 Int. J. Control 89, No. 4, 668-679 (2016). MSC: 93E11 93E10 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wu, A. G.; Chen, Shuang; Jia, D. L. Bias-compensation-based least-squares estimation with a forgetting factor for output error models with white noise. (English) Zbl 1337.93089 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 47, No. 7, 1700-1709 (2016). MSC: 93E10 93E24 60H40 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Hongjiu; Xia, Yuanqing; Shi, Peng; Liu, Bo Guaranteed cost control of networked control systems based on delta operator Kalman filter. (English) Zbl 1285.93099 Int. J. Adapt. Control Signal Process. 27, No. 8, 701-717 (2013). MSC: 93E11 93A15 60J75 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Shengyuan; Shi, Peng; Chu, Yuming; Zou, Yun Robust stochastic stabilization and \(H_{\infty}\) control of uncertain neutral stochastic time-delay systems. (English) Zbl 1127.93053 J. Math. Anal. Appl. 314, No. 1, 1-16 (2006). MSC: 93D15 60H10 60H30 93E15 93B36 × Cite Format Result Cite Review PDF Full Text: DOI
Boukas, El Kebir; Shi, Peng; Nguang, Sing Kiong Robust \(H_{\infty}\) control for linear Markovian jump systems with unknown nonlinearities. (English) Zbl 1029.93064 J. Math. Anal. Appl. 282, No. 1, 241-255 (2003). Reviewer: Leslaw Socha (Katowice) MSC: 93E15 93B36 60J75 × Cite Format Result Cite Review PDF Full Text: DOI
Shi, Peng; Boukas, El-Kébir; Shi, Yan On stochastic stabilization of discrete-time Markovian jump systems with delay in state. (English) Zbl 1024.60029 Stochastic Anal. Appl. 21, No. 4, 935-951 (2003). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J10 93E15 × Cite Format Result Cite Review PDF Full Text: DOI
Amindavar, Hamidreza; Ritcey, James A.; Somani, Arun K. Analytical computation of Markov chain using Padé approximations. (English) Zbl 0804.60056 Comput. Oper. Res. 21, No. 6, 661-675 (1994). MSC: 60J10 41A21 × Cite Format Result Cite Review PDF Full Text: DOI
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Webb, G. F. \(\alpha\)-and \(\beta\)-curves, sister-sister and mother-daughter correlations in cell population dynamics. (English) Zbl 0688.92011 Comput. Math. Appl. 18, No. 10-11, 973-984 (1989). MSC: 92D25 45K05 60K99 × Cite Format Result Cite Review PDF Full Text: DOI
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Bertuzzi, Alessandro; Gandolfi, Alberto; Giovenco, Maria Adelaide Mathematical models of the cell cycle with a view to tumor studies. (English) Zbl 0525.92005 Math. Biosci. 53, 159-188 (1981). MSC: 92Cxx 92C50 60J85 92D25 × Cite Format Result Cite Review PDF Full Text: DOI