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17 results on '"Walkup D"'

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1. Probabilistic representations of boundary layer expansions

2. The choice of a stochastic model for a noise system

3. Asymptotic stability and angular convergence of stochastic systems

4. Limit theorems and diffusion approximations for density dependent Markov chains

5. Entrance-exit distributions for Markov additive processes

6. Martingales of a jump process and absolutely continuous changes of measure

7. Analysis of Brownian functionals

8. Sequential decision and stochastic control

9. Parametrically stochastic linear differential equations

10. Extension of Clark’s innovations equivalence theorem to the case of signal z . independent of noise, with ∫0 t z s 2ds

11. Value of information in zero-sum games

12. Identification and estimation of the error-in-variables model (EVM) in structural form

13. On consistency and identifiability

14. A reduced dimensionality method for the steady-state Kalman filter

15. On continuous and discrete sampling for parameter estimation in diffusion type processes

16. On integrals in multi-output discrete-time Kalman-Bucy filtering

17. Remarks on wide sense equivalents of continuous Gauss-Markov processes in Rn

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