The representation of functionals of Brownian motion by stochastic integrals. Zbl 0213.19402
Clark, J. M. C. |
|
1970
|
The geometry of the conditional density equation. Zbl 0496.93049
Brockett, R. W.; Clark, J. M. C. |
|
1980
|
Linear-intercept distributions do not characterize plane sets. Zbl 0231.60011
Mallows, C. L.; Clark, J. M. C. |
|
1971
|
On a robust version of the integral representation formula of nonlinear filtering. Zbl 1079.60041
Clark, J. M. C.; Crisan, D. |
|
2005
|
A local characterization of reciprocal diffusions. Zbl 0749.60074
Clark, J. M. C. |
|
1990
|
Persistent topology of syntax. Zbl 1417.91428
Port, Alexander; Gheorghita, Iulia; Guth, Daniel; Clark, John M.; Liang, Crystal; Dasu, Shival; Marcolli, Matilde |
|
2018
|
A note on super-replicating strategies. Zbl 0822.90020
Davis, M. H. A.; Clark, J. M. C. |
|
1994
|
The discretization of stochastic differential equations: A primer. Zbl 0666.93134
Clark, J. M. C. |
|
1989
|
Relative entropy and error bounds for filtering of Markov processes. Zbl 0940.93072
Clark, J. M. C.; Ocone, D. L.; Coumarbatch, C. |
|
1999
|
Correction to ”The representation of functionals of Brownian motion by stochastic integrals”. Zbl 0231.60044
Clark, J. M. C. |
|
1971
|
An introduction to stochastic differential equations on manifolds. Zbl 0296.60035
Clark, J. M. C. |
|
1973
|
Stably coalescent stochastic froths. Zbl 0931.60083
Clark, J. M. C.; Katsouros, V. |
|
1999
|
On ”predicted miss” stochastic control problems. Zbl 0406.93063
Davis, M. H. A.; Clark, J. M. C. |
|
1979
|
An efficient approximation scheme for a class of stochastic differential equations. Zbl 0507.93072
Clark, J. M. C. |
|
1982
|
Characterizing the autocorrelations of binary sequences. Zbl 0508.62077
Martins De Carvalho, J. L.; Clark, J. M. C. |
|
1983
|
Stochastic exit time problems arising in process control. Zbl 1252.93131
Clark, J. M. C.; Vinter, R. B. |
|
2012
|
Optimal speed of detection in generalized Wiener disorder problems. Zbl 1059.60055
Vellekoop, M. H.; Clark, J. M. C. |
|
2001
|
A new algorithm for recursive estimation of parameters in controlled ARMA processes. Zbl 0559.93076
Mayne, D. Q.; Åström, K. J.; Clark, J. M. C. |
|
1984
|
Vertically rigid functions. Zbl 1103.54010
Cain, Brandi; Clark, John; Rose, David |
|
2006
|
A nonlinear filtering approach to changepoint detection problems: Direct and differential-geometric methods. Zbl 1060.60041
Vellekoop, M. H.; Clark, J. M. C. |
|
2003
|
The anatomy of a low-noise jump filter. I. Zbl 0726.93077
Clark, J. M. C. |
|
1991
|
A minimal fluctuation property for coin tossing and locally symmetric martingales. Zbl 0629.60049
Clark, J. M. C.; Föllmer, H. |
|
1987
|
A nonlinear filtering approach to changepoint detection problems: direct and differential-geometric methods. Zbl 1092.60016
Vellekoop, M. H.; Clark, J. M. C. |
|
2006
|
Persistent topology of syntax. Zbl 1417.91428
Port, Alexander; Gheorghita, Iulia; Guth, Daniel; Clark, John M.; Liang, Crystal; Dasu, Shival; Marcolli, Matilde |
|
2018
|
Stochastic exit time problems arising in process control. Zbl 1252.93131
Clark, J. M. C.; Vinter, R. B. |
|
2012
|
Vertically rigid functions. Zbl 1103.54010
Cain, Brandi; Clark, John; Rose, David |
|
2006
|
A nonlinear filtering approach to changepoint detection problems: direct and differential-geometric methods. Zbl 1092.60016
Vellekoop, M. H.; Clark, J. M. C. |
|
2006
|
On a robust version of the integral representation formula of nonlinear filtering. Zbl 1079.60041
Clark, J. M. C.; Crisan, D. |
|
2005
|
A nonlinear filtering approach to changepoint detection problems: Direct and differential-geometric methods. Zbl 1060.60041
Vellekoop, M. H.; Clark, J. M. C. |
|
2003
|
Optimal speed of detection in generalized Wiener disorder problems. Zbl 1059.60055
Vellekoop, M. H.; Clark, J. M. C. |
|
2001
|
Relative entropy and error bounds for filtering of Markov processes. Zbl 0940.93072
Clark, J. M. C.; Ocone, D. L.; Coumarbatch, C. |
|
1999
|
Stably coalescent stochastic froths. Zbl 0931.60083
Clark, J. M. C.; Katsouros, V. |
|
1999
|
A note on super-replicating strategies. Zbl 0822.90020
Davis, M. H. A.; Clark, J. M. C. |
|
1994
|
The anatomy of a low-noise jump filter. I. Zbl 0726.93077
Clark, J. M. C. |
|
1991
|
A local characterization of reciprocal diffusions. Zbl 0749.60074
Clark, J. M. C. |
|
1990
|
The discretization of stochastic differential equations: A primer. Zbl 0666.93134
Clark, J. M. C. |
|
1989
|
A minimal fluctuation property for coin tossing and locally symmetric martingales. Zbl 0629.60049
Clark, J. M. C.; Föllmer, H. |
|
1987
|
A new algorithm for recursive estimation of parameters in controlled ARMA processes. Zbl 0559.93076
Mayne, D. Q.; Åström, K. J.; Clark, J. M. C. |
|
1984
|
Characterizing the autocorrelations of binary sequences. Zbl 0508.62077
Martins De Carvalho, J. L.; Clark, J. M. C. |
|
1983
|
An efficient approximation scheme for a class of stochastic differential equations. Zbl 0507.93072
Clark, J. M. C. |
|
1982
|
The geometry of the conditional density equation. Zbl 0496.93049
Brockett, R. W.; Clark, J. M. C. |
|
1980
|
On ”predicted miss” stochastic control problems. Zbl 0406.93063
Davis, M. H. A.; Clark, J. M. C. |
|
1979
|
An introduction to stochastic differential equations on manifolds. Zbl 0296.60035
Clark, J. M. C. |
|
1973
|
Linear-intercept distributions do not characterize plane sets. Zbl 0231.60011
Mallows, C. L.; Clark, J. M. C. |
|
1971
|
Correction to ”The representation of functionals of Brownian motion by stochastic integrals”. Zbl 0231.60044
Clark, J. M. C. |
|
1971
|
The representation of functionals of Brownian motion by stochastic integrals. Zbl 0213.19402
Clark, J. M. C. |
|
1970
|