BibSonomy :: author  :: Karatzas ::

bookmarks

publications

(2)

• A leavable bounded-velocity stochastic control problem
  Ioannis Karatzas and Daniel Ocone Stochastic Processes and their Applications 99 31--51 (2002)
  to Stochastic control by smicha on 2008-04-22 14:25:45
  | URL | BibTeX  
• Estimation and control for linear, partially observable systems with non-gaussian initial distribution,
  V{\'a}clav E. Benes and Ioannis Karatzas Stochastic Processes and their Applications 14 233--248 (1983)
  to Stochastic control by smicha on 2008-04-22 14:25:45
  | URL | BibTeX