François LeGland, Lecture Notes in Control and Information Sciences, 176, Stochastic Partial Differential Equations and Their Applications, 1992, 177
X.Y. Zhou, “Remarks on optimal controls of stochastic partial differential equations”, Systems & Control Letters, 16:6 (1991), 465
Patrick Florchinger, FranÇois le Gland, “Time-discretization of the zakai equation for diffusion processes observed in correlated noise”, Stochastics and Stochastic Reports, 35:4 (1991), 233
István Gyöngy, Lecture Notes in Control and Information Sciences, 161, Topics in Stochastic Systems: Modelling, Estimation and Adaptive Control, 1991, 116
I. Gyongy, N. V. Krylov, “Stochastic partial differential equations with unbounded coefficients and applications i”, Stochastics and Stochastic Reports, 32:1-2 (1990), 53
Patrick Florchinger, François Le Gland, Lecture Notes in Control and Information Sciences, 144, Analysis and Optimization of Systes, 1990, 228
Patrick Florchinger, Lecture Notes in Control and Information Sciences, 144, Analysis and Optimization of Systes, 1990, 258
Fabien Campillo, François Le Gland, “MLE for partially observed diffusions: direct maximization vs. the em algorithm”, Stochastic Processes and their Applications, 33:2 (1989), 245
Hisao Watanabe, “On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equations”, Appl Math Optim, 20:1 (1989), 81
I. Gyöngy, “On the approximation of stochastic partial differential equations II”, Stochastics and Stochastic Reports, 26:3 (1989), 129
F. Le Gland, Proceedings of the 28th IEEE Conference on Decision and Control, 1989, 2601
U. G. Haussmann, E. Pardoux, “Stochastic variational inequalities of parabolic type”, Appl Math Optim, 20:1 (1989), 163
Noriaki Nagase, “On the existence of optimal control for controlled stochastic partial differential equations”, Nagoya Mathematical Journal, 115 (1989), 73
A. Germani, M. Piccioni, Lecture Notes in Control and Information Sciences, 96, Stochastic Differential Systems, 1987, 33
A. Germani, M. Piccioni, “Finite-dimensional approximations for the equation of nonlinear filtering derived in mild form”, Appl Math Optim, 16:1 (1987), 51
A. Germani, M. Piccioni, Lecture Notes in Control and Information Sciences, 59, System Modelling and Optimization, 1984, 415
G. Kallianpur, R. L. Karandikar, “Some recent developments in nonlinear filtering theory”, Acta Appl Math, 1:4 (1983), 399
B. Grigelionis, R. Mikulevičius, Lecture Notes in Control and Information Sciences, 49, Theory and Application of Random Fields, 1983, 49
Jean-Michel Bismut, Lecture Notes in Control and Information Sciences, 43, Stochastic Differential Systems, 1982, 33
B. Grigelionis, Lecture Notes in Mathematics, 972, Nonlinear Filtering and Stochastic Control, 1982, 63