Liu, Shuning; Lv, Guangying Almost sure polynomial stability and stabilization of stochastic differential systems with impulsive effects. (English) Zbl 07803683 Stat. Probab. Lett. 206, Article ID 109980, 7 p. (2024). MSC: 93E15 93C27 60H10 PDFBibTeX XMLCite \textit{S. Liu} and \textit{G. Lv}, Stat. Probab. Lett. 206, Article ID 109980, 7 p. (2024; Zbl 07803683) Full Text: DOI
Renaud, Jean-François A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin. (English) Zbl 07803681 Stat. Probab. Lett. 206, Article ID 109978, 6 p. (2024). MSC: 91G10 60G51 93E20 PDFBibTeX XMLCite \textit{J.-F. Renaud}, Stat. Probab. Lett. 206, Article ID 109978, 6 p. (2024; Zbl 07803681) Full Text: DOI arXiv
Liu, Zhiguang; Zhu, Quanxin Ultimate boundedness of impulsive stochastic delay differential equations with delayed impulses. (English) Zbl 1515.60203 Stat. Probab. Lett. 199, Article ID 109857, 8 p. (2023). MSC: 60H10 93E15 34K20 34K50 PDFBibTeX XMLCite \textit{Z. Liu} and \textit{Q. Zhu}, Stat. Probab. Lett. 199, Article ID 109857, 8 p. (2023; Zbl 1515.60203) Full Text: DOI
Qian, Zhongmin; Xu, Xingcheng Probability bounds for reflecting diffusion processes. (English) Zbl 1515.60268 Stat. Probab. Lett. 199, Article ID 109855, 8 p. (2023). MSC: 60J60 60J65 93E20 35B05 35K10 PDFBibTeX XMLCite \textit{Z. Qian} and \textit{X. Xu}, Stat. Probab. Lett. 199, Article ID 109855, 8 p. (2023; Zbl 1515.60268) Full Text: DOI arXiv
Ahmed, Hamdy M.; Zhu, Quanxin Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise. (English) Zbl 07698984 Stat. Probab. Lett. 195, Article ID 109781, 10 p. (2023). MSC: 34-XX 26A33 34G25 93B05 PDFBibTeX XMLCite \textit{H. M. Ahmed} and \textit{Q. Zhu}, Stat. Probab. Lett. 195, Article ID 109781, 10 p. (2023; Zbl 07698984) Full Text: DOI
Ahmed, Hamdy M. Construction controllability for conformable fractional stochastic evolution system with noninstantaneous impulse and nonlocal condition. (English) Zbl 1498.93034 Stat. Probab. Lett. 190, Article ID 109618, 10 p. (2022). MSC: 93B05 93E03 93C15 26A33 93C10 60H30 PDFBibTeX XMLCite \textit{H. M. Ahmed}, Stat. Probab. Lett. 190, Article ID 109618, 10 p. (2022; Zbl 1498.93034) Full Text: DOI
Tran, Ky Q.; Le, Bich T. N. On exponential stability of non-autonomous stochastic differential equations with Markovian switching. (English) Zbl 1500.60034 Stat. Probab. Lett. 189, Article ID 109602, 8 p. (2022). MSC: 60H10 60J60 34K50 93E15 PDFBibTeX XMLCite \textit{K. Q. Tran} and \textit{B. T. N. Le}, Stat. Probab. Lett. 189, Article ID 109602, 8 p. (2022; Zbl 1500.60034) Full Text: DOI
Bhabak, Arnab; Saha, Subhamay Risk-sensitive semi-Markov decision problems with discounted cost and general utilities. (English) Zbl 1480.90248 Stat. Probab. Lett. 184, Article ID 109408, 9 p. (2022). MSC: 90C40 93E20 PDFBibTeX XMLCite \textit{A. Bhabak} and \textit{S. Saha}, Stat. Probab. Lett. 184, Article ID 109408, 9 p. (2022; Zbl 1480.90248) Full Text: DOI arXiv
Milheiro-Oliveira, Paula An alternative sequential method for the state estimation of a partially observed SETAR(1) process. (English) Zbl 1485.93592 Stat. Probab. Lett. 184, Article ID 109385, 7 p. (2022). MSC: 93E11 93E10 93C10 PDFBibTeX XMLCite \textit{P. Milheiro-Oliveira}, Stat. Probab. Lett. 184, Article ID 109385, 7 p. (2022; Zbl 1485.93592) Full Text: DOI
Sun, Chuanfeng; Ji, Shaolin; Kong, Chuiliu The least squares estimator of random variables under convex operators on \(L_{\mathcal{F}}^\infty (\mu)\) space. (English) Zbl 1478.62214 Stat. Probab. Lett. 181, Article ID 109268, 7 p. (2022). MSC: 62J99 91G70 93E11 PDFBibTeX XMLCite \textit{C. Sun} et al., Stat. Probab. Lett. 181, Article ID 109268, 7 p. (2022; Zbl 1478.62214) Full Text: DOI
Valjarević, Dragana; Merkle, Ana Statistical causality and measurable separability of \(\sigma \)-algebras. (English) Zbl 1474.60119 Stat. Probab. Lett. 177, Article ID 109166, 6 p. (2021). MSC: 60G44 60H10 62P20 93E03 PDFBibTeX XMLCite \textit{D. Valjarević} and \textit{A. Merkle}, Stat. Probab. Lett. 177, Article ID 109166, 6 p. (2021; Zbl 1474.60119) Full Text: DOI
Sarantsev, Andrey Optimal portfolio with power utility of absolute and relative wealth. (English) Zbl 1522.91235 Stat. Probab. Lett. 179, Article ID 109225, 8 p. (2021). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{A. Sarantsev}, Stat. Probab. Lett. 179, Article ID 109225, 8 p. (2021; Zbl 1522.91235) Full Text: DOI arXiv
Liang, Xiaoqing; Young, Virginia R. Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance. (English) Zbl 1410.91272 Stat. Probab. Lett. 140, 167-175 (2018). MSC: 91B30 93E20 60H30 PDFBibTeX XMLCite \textit{X. Liang} and \textit{V. R. Young}, Stat. Probab. Lett. 140, 167--175 (2018; Zbl 1410.91272) Full Text: DOI
Li, Yuyuan; Lu, Jianqiu; Kou, Chunhai; Mao, Xuerong; Pan, Jiafeng Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique. (English) Zbl 1388.93097 Stat. Probab. Lett. 139, 152-161 (2018). MSC: 93E15 93D15 60H10 PDFBibTeX XMLCite \textit{Y. Li} et al., Stat. Probab. Lett. 139, 152--161 (2018; Zbl 1388.93097) Full Text: DOI Link
Meng, Qingxin; Shen, Yang; Shi, Peng On the existence of optimal controls for backward stochastic partial differential equations. (English) Zbl 1396.60067 Stat. Probab. Lett. 137, 113-123 (2018). MSC: 60H10 60H15 93E20 PDFBibTeX XMLCite \textit{Q. Meng} et al., Stat. Probab. Lett. 137, 113--123 (2018; Zbl 1396.60067) Full Text: DOI arXiv
Aazizi, Soufiane; El Mellali, Tarik; Fakhouri, Imade; Ouknine, Youssef Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections. (English) Zbl 1396.60043 Stat. Probab. Lett. 137, 70-78 (2018). MSC: 60G40 60H10 93E20 91B99 PDFBibTeX XMLCite \textit{S. Aazizi} et al., Stat. Probab. Lett. 137, 70--78 (2018; Zbl 1396.60043) Full Text: DOI
Ţurcanu, Teodor; Udrişte, Constantin Stochastic accessibility on Grushin-type manifolds. (English) Zbl 1377.93153 Stat. Probab. Lett. 125, 196-201 (2017). MSC: 93E03 49J15 60H10 93B05 PDFBibTeX XMLCite \textit{T. Ţurcanu} and \textit{C. Udrişte}, Stat. Probab. Lett. 125, 196--201 (2017; Zbl 1377.93153) Full Text: DOI
Czarna, Irmina; Palmowski, Zbigniew Parisian quasi-stationary distributions for asymmetric Lévy processes. (English) Zbl 1379.60052 Stat. Probab. Lett. 127, 75-84 (2017). MSC: 60G51 60J99 93E20 PDFBibTeX XMLCite \textit{I. Czarna} and \textit{Z. Palmowski}, Stat. Probab. Lett. 127, 75--84 (2017; Zbl 1379.60052) Full Text: DOI arXiv
Li, Dingshi; Fan, Xiaoming Exponential stability of impulsive stochastic partial differential equations with delays. (English) Zbl 1379.60071 Stat. Probab. Lett. 126, 185-192 (2017). MSC: 60H15 93E15 35R60 35R12 PDFBibTeX XMLCite \textit{D. Li} and \textit{X. Fan}, Stat. Probab. Lett. 126, 185--192 (2017; Zbl 1379.60071) Full Text: DOI
Li, Xiaofei; Ding, Deng Mean square exponential stability of stochastic Hopfield neural networks with mixed delays. (English) Zbl 1378.92005 Stat. Probab. Lett. 126, 88-96 (2017). MSC: 92B20 34K50 93E15 PDFBibTeX XMLCite \textit{X. Li} and \textit{D. Ding}, Stat. Probab. Lett. 126, 88--96 (2017; Zbl 1378.92005) Full Text: DOI
Djouadi, Seddik M.; Maroulas, Vasileios; Pan, Xiaoyang; Xiong, Jie Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump-diffusion processes. (English) Zbl 1356.93101 Stat. Probab. Lett. 123, 8-16 (2017). MSC: 93E24 62F12 93E10 PDFBibTeX XMLCite \textit{S. M. Djouadi} et al., Stat. Probab. Lett. 123, 8--16 (2017; Zbl 1356.93101) Full Text: DOI
Xu, Siyan; Zheng, Mengqi A maximum principle for the stochastic variational inequalities. (English) Zbl 1342.49036 Stat. Probab. Lett. 116, 116-121 (2016). MSC: 49K45 93E20 49J40 60H99 60H07 47J20 PDFBibTeX XMLCite \textit{S. Xu} and \textit{M. Zheng}, Stat. Probab. Lett. 116, 116--121 (2016; Zbl 1342.49036) Full Text: DOI
Qiu, Qinwei; Liu, Wei; Hu, Liangjian; Mao, Xuerong; You, Surong Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay. (English) Zbl 1344.60059 Stat. Probab. Lett. 115, 16-26 (2016). MSC: 60H10 93E15 93B52 93D15 PDFBibTeX XMLCite \textit{Q. Qiu} et al., Stat. Probab. Lett. 115, 16--26 (2016; Zbl 1344.60059) Full Text: DOI Link
Tan, Li; Jin, Wei; Suo, Yongqiang Stability in distribution of neutral stochastic functional differential equations. (English) Zbl 1328.39040 Stat. Probab. Lett. 107, 27-36 (2015). MSC: 39B72 60H10 93E15 PDFBibTeX XMLCite \textit{L. Tan} et al., Stat. Probab. Lett. 107, 27--36 (2015; Zbl 1328.39040) Full Text: DOI
Butov, Alexander A. On the problem of optimal instant observations of the linear birth and death process. (English) Zbl 1333.60187 Stat. Probab. Lett. 101, 49-53 (2015). MSC: 60J80 60G50 62M05 93E20 PDFBibTeX XMLCite \textit{A. A. Butov}, Stat. Probab. Lett. 101, 49--53 (2015; Zbl 1333.60187) Full Text: DOI
You, Surong; Hu, Liangjian; Mao, Wei; Mao, Xuerong Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations. (English) Zbl 1348.60088 Stat. Probab. Lett. 102, 8-16 (2015). MSC: 60H10 60H30 93E15 93B52 93D09 60J65 PDFBibTeX XMLCite \textit{S. You} et al., Stat. Probab. Lett. 102, 8--16 (2015; Zbl 1348.60088) Full Text: DOI Link
Iglói, E.; Terdik, Gy. When the bispectrum is real-valued. (English) Zbl 1298.62159 Stat. Probab. Lett. 95, 1-5 (2014). MSC: 62M15 62M10 93C10 PDFBibTeX XMLCite \textit{E. Iglói} and \textit{Gy. Terdik}, Stat. Probab. Lett. 95, 1--5 (2014; Zbl 1298.62159) Full Text: DOI arXiv
Zhang, Wen; Ye, Jun; Li, Haibo Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching. (English) Zbl 1290.93204 Stat. Probab. Lett. 92, 1-11 (2014). MSC: 93E15 34D08 60H10 60J75 PDFBibTeX XMLCite \textit{W. Zhang} et al., Stat. Probab. Lett. 92, 1--11 (2014; Zbl 1290.93204) Full Text: DOI
Liu, Wei; Hu, Yijun Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy. (English) Zbl 1284.91252 Stat. Probab. Lett. 84, 121-130 (2014). MSC: 91B30 93E20 90C39 PDFBibTeX XMLCite \textit{W. Liu} and \textit{Y. Hu}, Stat. Probab. Lett. 84, 121--130 (2014; Zbl 1284.91252) Full Text: DOI
Al-Hussein, AbdulRahman Sufficient conditions for optimality for stochastic evolution equations. (English) Zbl 1285.60054 Stat. Probab. Lett. 83, No. 9, 2103-2107 (2013). MSC: 60H10 60H15 93E20 PDFBibTeX XMLCite \textit{A. Al-Hussein}, Stat. Probab. Lett. 83, No. 9, 2103--2107 (2013; Zbl 1285.60054) Full Text: DOI arXiv
Li, Dingshi The stationary distribution and ergodicity of a stochastic generalized logistic system. (English) Zbl 1302.60093 Stat. Probab. Lett. 83, No. 2, 580-583 (2013). Reviewer: P. R. C. Ruffino (Campinas) MSC: 60H10 37C40 93C15 92D25 PDFBibTeX XMLCite \textit{D. Li}, Stat. Probab. Lett. 83, No. 2, 580--583 (2013; Zbl 1302.60093) Full Text: DOI
Govindan, T. E.; Ahmed, N. U. Robust stabilization with a general decay of mild solutions of stochastic evolution equations. (English) Zbl 1260.60130 Stat. Probab. Lett. 83, No. 1, 115-122 (2013). MSC: 60H20 34K50 93E15 PDFBibTeX XMLCite \textit{T. E. Govindan} and \textit{N. U. Ahmed}, Stat. Probab. Lett. 83, No. 1, 115--122 (2013; Zbl 1260.60130) Full Text: DOI
Long, Shujun; Teng, Lingying; Xu, Daoyi Global attracting set and stability of stochastic neutral partial functional differential equations with impulses. (English) Zbl 1250.93124 Stat. Probab. Lett. 82, No. 9, 1699-1709 (2012). MSC: 93E15 35R60 60H15 PDFBibTeX XMLCite \textit{S. Long} et al., Stat. Probab. Lett. 82, No. 9, 1699--1709 (2012; Zbl 1250.93124) Full Text: DOI
Chen, Lin; Wu, Fuke Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations. (English) Zbl 1250.60030 Stat. Probab. Lett. 82, No. 9, 1669-1676 (2012). MSC: 60H35 60H10 93E15 65C30 PDFBibTeX XMLCite \textit{L. Chen} and \textit{F. Wu}, Stat. Probab. Lett. 82, No. 9, 1669--1676 (2012; Zbl 1250.60030) Full Text: DOI
Govindan, T. E.; Ahmed, N. U. A note on exponential state feedback stabilizability by a Razumikhin type theorem of mild solutions of SDEs with delay. (English) Zbl 1251.93134 Stat. Probab. Lett. 82, No. 7, 1303-1309 (2012). Reviewer: Constantin Vârsan (Bucureşti) MSC: 93E15 60H10 93C25 PDFBibTeX XMLCite \textit{T. E. Govindan} and \textit{N. U. Ahmed}, Stat. Probab. Lett. 82, No. 7, 1303--1309 (2012; Zbl 1251.93134) Full Text: DOI
Yao, Fengqi; Deng, Feiqi Exponential stability in terms of two measures of impulsive stochastic functional differential systems via comparison principle. (English) Zbl 1247.60100 Stat. Probab. Lett. 82, No. 6, 1151-1159 (2012). Reviewer: Constantin Vârsan (Bucureşti) MSC: 60H20 93E15 PDFBibTeX XMLCite \textit{F. Yao} and \textit{F. Deng}, Stat. Probab. Lett. 82, No. 6, 1151--1159 (2012; Zbl 1247.60100) Full Text: DOI
Cui, Jing; Yan, Litan; Sun, Xichao Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps. (English) Zbl 1227.60085 Stat. Probab. Lett. 81, No. 12, 1970-1977 (2011). MSC: 60H15 60G55 93E15 34K50 60J75 PDFBibTeX XMLCite \textit{J. Cui} et al., Stat. Probab. Lett. 81, No. 12, 1970--1977 (2011; Zbl 1227.60085) Full Text: DOI
Yin, Chuancun; Yuen, Kam Chuen Optimality of the threshold dividend strategy for the compound Poisson model. (English) Zbl 1225.91030 Stat. Probab. Lett. 81, No. 12, 1841-1846 (2011). MSC: 91B30 60G51 93E20 60K10 PDFBibTeX XMLCite \textit{C. Yin} and \textit{K. C. Yuen}, Stat. Probab. Lett. 81, No. 12, 1841--1846 (2011; Zbl 1225.91030) Full Text: DOI
Elie, Romuald; Kharroubi, Idris Probabilistic representation and approximation for coupled systems of variational inequalities. (English) Zbl 1194.93218 Stat. Probab. Lett. 80, No. 17-18, 1388-1396 (2010). MSC: 93E20 60H10 60H30 35K85 49L25 49J40 PDFBibTeX XMLCite \textit{R. Elie} and \textit{I. Kharroubi}, Stat. Probab. Lett. 80, No. 17--18, 1388--1396 (2010; Zbl 1194.93218) Full Text: DOI arXiv
Makasu, Cloud Controlling a stopped diffusion process to reach a goal. (English) Zbl 1218.93109 Stat. Probab. Lett. 80, No. 15-16, 1218-1222 (2010). MSC: 93E20 60J60 49N90 93C20 PDFBibTeX XMLCite \textit{C. Makasu}, Stat. Probab. Lett. 80, No. 15--16, 1218--1222 (2010; Zbl 1218.93109) Full Text: DOI
Peng, Shiguo; Jia, Baoguo Some criteria on \(p\)th moment stability of impulsive stochastic functional differential equations. (English) Zbl 1197.60056 Stat. Probab. Lett. 80, No. 13-14, 1085-1092 (2010). MSC: 60H10 93E15 PDFBibTeX XMLCite \textit{S. Peng} and \textit{B. Jia}, Stat. Probab. Lett. 80, No. 13--14, 1085--1092 (2010; Zbl 1197.60056) Full Text: DOI
Chen, Huabin Impulsive-integral inequality and exponential stability for stochastic partial differential equations with delays. (English) Zbl 1177.93075 Stat. Probab. Lett. 80, No. 1, 50-56 (2010). MSC: 93E03 60H15 93E15 PDFBibTeX XMLCite \textit{H. Chen}, Stat. Probab. Lett. 80, No. 1, 50--56 (2010; Zbl 1177.93075) Full Text: DOI
Ignatyev, Oleksiy Partial asymptotic stability in probability of stochastic differential equations. (English) Zbl 1157.60327 Stat. Probab. Lett. 79, No. 5, 597-601 (2009). MSC: 60H10 93E15 PDFBibTeX XMLCite \textit{O. Ignatyev}, Stat. Probab. Lett. 79, No. 5, 597--601 (2009; Zbl 1157.60327) Full Text: DOI
Zhang, H. Y.; Bai, L. H.; Zhou, A. M. Insurance control for classical risk model with fractional Brownian motion perturbation. (English) Zbl 1416.62593 Stat. Probab. Lett. 79, No. 4, 473-480 (2009). MSC: 62P05 60G22 91B30 93E20 PDFBibTeX XMLCite \textit{H. Y. Zhang} et al., Stat. Probab. Lett. 79, No. 4, 473--480 (2009; Zbl 1416.62593) Full Text: DOI
Ferrante, Marco; Frigo, Nadia Particle filtering approximations for a Gaussian-generalized inverse Gaussian model. (English) Zbl 1157.60037 Stat. Probab. Lett. 79, No. 4, 442-449 (2009). MSC: 60G35 62M20 93E11 PDFBibTeX XMLCite \textit{M. Ferrante} and \textit{N. Frigo}, Stat. Probab. Lett. 79, No. 4, 442--449 (2009; Zbl 1157.60037) Full Text: DOI arXiv HAL
Stockis, Jean-Pierre; Tadjuidje-Kamgaing, Joseph; Franke, Jürgen A note on the identifiability of the conditional expectation for the mixtures of neural networks. (English) Zbl 1137.62368 Stat. Probab. Lett. 78, No. 6, 739-742 (2008). MSC: 62M10 62M45 93E12 PDFBibTeX XMLCite \textit{J.-P. Stockis} et al., Stat. Probab. Lett. 78, No. 6, 739--742 (2008; Zbl 1137.62368) Full Text: DOI HAL
Liu, Ji-Chun Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process. (English) Zbl 1130.60043 Stat. Probab. Lett. 77, No. 13, 1428-1438 (2007). MSC: 60G10 60G70 93E15 PDFBibTeX XMLCite \textit{J.-C. Liu}, Stat. Probab. Lett. 77, No. 13, 1428--1438 (2007; Zbl 1130.60043) Full Text: DOI
Liu, Ji-Chun On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process. (English) Zbl 1096.60018 Stat. Probab. Lett. 76, No. 13, 1323-1330 (2006). MSC: 60G10 60G70 93E15 PDFBibTeX XMLCite \textit{J.-C. Liu}, Stat. Probab. Lett. 76, No. 13, 1323--1330 (2006; Zbl 1096.60018) Full Text: DOI
Chen, Neiping; Liu, Wenbin; Feng, Jianfeng Sufficient and necessary condition for the convergence of stochastic approximation algorithms. (English) Zbl 1093.62079 Stat. Probab. Lett. 76, No. 2, 203-210 (2006). Reviewer: Henri Schurz (Carbondale) MSC: 62L20 60H10 60H30 34F05 37H10 93E25 PDFBibTeX XMLCite \textit{N. Chen} et al., Stat. Probab. Lett. 76, No. 2, 203--210 (2006; Zbl 1093.62079) Full Text: DOI
van Wieringen, Wessel N. On identifiability of certain latent class models. (English) Zbl 1087.62045 Stat. Probab. Lett. 75, No. 3, 211-218 (2005). MSC: 62F99 62K15 93B30 62H25 PDFBibTeX XMLCite \textit{W. N. van Wieringen}, Stat. Probab. Lett. 75, No. 3, 211--218 (2005; Zbl 1087.62045) Full Text: DOI
De Jong, Piet; Penzer, Jeremy The ARMA model in state space form. (English) Zbl 1107.62088 Stat. Probab. Lett. 70, No. 1, 119-125 (2004). MSC: 62M10 62M20 93E11 PDFBibTeX XMLCite \textit{P. De Jong} and \textit{J. Penzer}, Stat. Probab. Lett. 70, No. 1, 119--125 (2004; Zbl 1107.62088) Full Text: DOI
Gushchin, Alexander A.; Küchler, Uwe On oscillations of the geometric Brownian motion with time-delayed drift. (English) Zbl 1126.60048 Stat. Probab. Lett. 70, No. 1, 19-24 (2004). Reviewer: Markus Reiß (Heidelberg) MSC: 60H10 34K50 93E03 PDFBibTeX XMLCite \textit{A. A. Gushchin} and \textit{U. Küchler}, Stat. Probab. Lett. 70, No. 1, 19--24 (2004; Zbl 1126.60048) Full Text: DOI Link
Genon-Catalot, Valentine A non-linear explicit filter. (English) Zbl 1041.62079 Stat. Probab. Lett. 61, No. 2, 145-154 (2003). MSC: 62M20 93E11 60G35 PDFBibTeX XMLCite \textit{V. Genon-Catalot}, Stat. Probab. Lett. 61, No. 2, 145--154 (2003; Zbl 1041.62079) Full Text: DOI
Spreij, Peter On hidden Markov chains and finite stochastic systems. (English) Zbl 1116.93391 Stat. Probab. Lett. 62, No. 2, 189-201 (2003). MSC: 93E03 60G42 60J10 93E11 PDFBibTeX XMLCite \textit{P. Spreij}, Stat. Probab. Lett. 62, No. 2, 189--201 (2003; Zbl 1116.93391) Full Text: DOI arXiv
Mazliak, Laurent; Rainer, Catherine Exact and possible viability for controlled diffusions. (English) Zbl 1116.60346 Stat. Probab. Lett. 62, No. 2, 155-161 (2003). MSC: 60J60 93E03 PDFBibTeX XMLCite \textit{L. Mazliak} and \textit{C. Rainer}, Stat. Probab. Lett. 62, No. 2, 155--161 (2003; Zbl 1116.60346) Full Text: DOI
Situ, Rong On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control. (English) Zbl 1017.60069 Stat. Probab. Lett. 60, No. 3, 279-288 (2002). MSC: 60H10 93E20 PDFBibTeX XMLCite \textit{R. Situ}, Stat. Probab. Lett. 60, No. 3, 279--288 (2002; Zbl 1017.60069) Full Text: DOI
Poggi, Jean-Michel; Portier, Bruno Asymptotic local test for linearity in adaptive control. (English) Zbl 0999.62035 Stat. Probab. Lett. 55, No. 1, 9-17 (2001). MSC: 62G10 93C40 PDFBibTeX XMLCite \textit{J.-M. Poggi} and \textit{B. Portier}, Stat. Probab. Lett. 55, No. 1, 9--17 (2001; Zbl 0999.62035) Full Text: DOI
Costa, O. L. V.; Dufour, F. Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains. (English) Zbl 1017.60081 Stat. Probab. Lett. 53, No. 1, 47-57 (2001). Reviewer: Gheorghe Oprişan (Bucureşti) MSC: 60J10 93E15 PDFBibTeX XMLCite \textit{O. L. V. Costa} and \textit{F. Dufour}, Stat. Probab. Lett. 53, No. 1, 47--57 (2001; Zbl 1017.60081) Full Text: DOI
Spreij, Peter On the Markov property of a finite hidden Markov chain. (English) Zbl 0987.60085 Stat. Probab. Lett. 52, No. 3, 279-288 (2001). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 60J10 93E11 62M20 PDFBibTeX XMLCite \textit{P. Spreij}, Stat. Probab. Lett. 52, No. 3, 279--288 (2001; Zbl 0987.60085) Full Text: DOI
Costa, O. L. V.; Dufour, F. Invariant probability measures for a class of Feller Markov chains. (English) Zbl 0970.60082 Stat. Probab. Lett. 50, No. 1, 13-21 (2000). Reviewer: Neculai Curteanu (Iaşi) MSC: 60J10 93E15 PDFBibTeX XMLCite \textit{O. L. V. Costa} and \textit{F. Dufour}, Stat. Probab. Lett. 50, No. 1, 13--21 (2000; Zbl 0970.60082) Full Text: DOI
Mazliak, Laurent A note on weak viability for controllled diffusion. (English) Zbl 1145.60325 Stat. Probab. Lett. 49, No. 4, 331-336 (2000). MSC: 60J60 49J53 93E03 PDFBibTeX XMLCite \textit{L. Mazliak}, Stat. Probab. Lett. 49, No. 4, 331--336 (2000; Zbl 1145.60325) Full Text: DOI
Bercu, B. Weighted estimation and tracking for Bienaymé Galton Watson processes with adaptive control. (English) Zbl 0939.62086 Stat. Probab. Lett. 42, No. 4, 415-421 (1999). Reviewer: Neculai Curteanu (Iaşi) MSC: 62M05 60J80 93E24 60F05 60F15 PDFBibTeX XMLCite \textit{B. Bercu}, Stat. Probab. Lett. 42, No. 4, 415--421 (1999; Zbl 0939.62086) Full Text: DOI
Gołdys, Beniamin; Peszat, Szymon Law equivalence of stochastic linear systems. (English) Zbl 0933.60069 Stat. Probab. Lett. 43, No. 3, 265-274 (1999). Reviewer: C.Vârsan (Bucureşti) MSC: 60H10 60G15 93E11 PDFBibTeX XMLCite \textit{B. Gołdys} and \textit{S. Peszat}, Stat. Probab. Lett. 43, No. 3, 265--274 (1999; Zbl 0933.60069) Full Text: DOI
Le Breton, Alain Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion. (English) Zbl 0906.62104 Stat. Probab. Lett. 38, No. 3, 263-274 (1998). Reviewer: J.Anděl (Praha) MSC: 62M20 62M05 60G15 93E11 PDFBibTeX XMLCite \textit{A. Le Breton}, Stat. Probab. Lett. 38, No. 3, 263--274 (1998; Zbl 0906.62104) Full Text: DOI
An, H. Z.; Chen, S. G. A note on the ergodicity of nonlinear autoregressive model. (English) Zbl 0879.62077 Stat. Probab. Lett. 34, No. 4, 365-372 (1997). MSC: 62M10 62M99 93E15 60J10 PDFBibTeX XMLCite \textit{H. Z. An} and \textit{S. G. Chen}, Stat. Probab. Lett. 34, No. 4, 365--372 (1997; Zbl 0879.62077) Full Text: DOI
Petrović, Ljiljana Causality and Markovian representations. (English) Zbl 0875.93483 Stat. Probab. Lett. 29, No. 3, 221-227 (1996). MSC: 93E03 93B15 PDFBibTeX XMLCite \textit{L. Petrović}, Stat. Probab. Lett. 29, No. 3, 221--227 (1996; Zbl 0875.93483) Full Text: DOI
Chan, Wenyaw Maximizing the probability of pest extinction on a stochastic pest-predator model. (English) Zbl 0903.92023 Stat. Probab. Lett. 30, No. 3, 265-270 (1996). MSC: 92D30 93E20 PDFBibTeX XMLCite \textit{W. Chan}, Stat. Probab. Lett. 30, No. 3, 265--270 (1996; Zbl 0903.92023) Full Text: DOI
Rutkowski, Marek A simple proof for the Kalman-Bucy smoothed estimate formula. (English) Zbl 0789.62072 Stat. Probab. Lett. 17, No. 5, 377-385 (1993). Reviewer: M.Chaleyat-Maurel (Paris) MSC: 62M20 60G35 93E11 PDFBibTeX XMLCite \textit{M. Rutkowski}, Stat. Probab. Lett. 17, No. 5, 377--385 (1993; Zbl 0789.62072) Full Text: DOI
Breton, Alain Le Adaptive control in the scalar linear-quadratic model in continuous time. (English) Zbl 0744.93090 Stat. Probab. Lett. 13, No. 3, 169-177 (1992). MSC: 93E10 PDFBibTeX XMLCite \textit{A. Le Breton}, Stat. Probab. Lett. 13, No. 3, 169--177 (1992; Zbl 0744.93090) Full Text: DOI
Aihara, Shin-Ichi; Bagchi, Arunabha Infinite dimensional parameter identification for stochastic parabolic systems. (English) Zbl 0681.93063 Stat. Probab. Lett. 8, No. 3, 279-287 (1989). MSC: 93E10 93C20 60H15 35R60 80A20 93E12 PDFBibTeX XMLCite \textit{S.-I. Aihara} and \textit{A. Bagchi}, Stat. Probab. Lett. 8, No. 3, 279--287 (1989; Zbl 0681.93063) Full Text: DOI
Hallin, Marc; Ingenbleek, Jean-Francois Nonstationary Yule-Walker equations. (English) Zbl 0526.62086 Stat. Probab. Lett. 1, 189-195 (1983). MSC: 62M10 93E12 60H99 PDFBibTeX XMLCite \textit{M. Hallin} and \textit{J.-F. Ingenbleek}, Stat. Probab. Lett. 1, 189--195 (1983; Zbl 0526.62086) Full Text: DOI