Filtering of a Markov Jump Process with Counting Observations C. CeciA. Gerardi OriginalPaper 01 January 2000 Pages: 1 - 18
Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework X. Y. ZhouD. Li OriginalPaper 01 January 2000 Pages: 19 - 33
A Characterization of the Existence of Solutions for Hamilton—Jacobi Equations in Ergodic Control Problems with Applications M. ArisawaH. IshiiP.-L. Lions OriginalPaper 01 January 2000 Pages: 35 - 50
Robust Approximation in a Filtering Problem with Real State Space and Counting Observations A. CalzolariG. Nappo OriginalPaper 01 January 2000 Pages: 51 - 71
Exact Controllability of the Superlinear Heat Equation V. Barbu OriginalPaper 01 January 2000 Pages: 73 - 89