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Artigo de periodico
Central limit results for jump diffusions with mean field interaction and a common factor (2017)
Budhiraja, Amarjit; Kira, Elisabeti; Saha, Subhamay
Source: Stochastic Analysis and Applications. Unidade: IME
Subjects: PROBABILIDADE, PROCESSOS ESTOCÁSTICOS, TEOREMAS LIMITES, ANÁLISE ESTOCÁSTICA, PROCESSOS DE MARKOV, PERCOLAÇÃO
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
BUDHIRAJA, Amarjit e KIRA, Elisabeti e SAHA, Subhamay. Central limit results for jump diffusions with mean field interaction and a common factor. Stochastic Analysis and Applications, v. 35, n. 5, p. 767-802, 2017Tradução . . Disponível em: https://doi.org/10.1080/07362994.2017.1321489. Acesso em: 06 jun. 2024.
APA
Budhiraja, A., Kira, E., & Saha, S. (2017). Central limit results for jump diffusions with mean field interaction and a common factor. Stochastic Analysis and Applications, 35( 5), 767-802. doi:10.1080/07362994.2017.1321489
NLM
Budhiraja A, Kira E, Saha S. Central limit results for jump diffusions with mean field interaction and a common factor [Internet]. Stochastic Analysis and Applications. 2017 ; 35( 5): 767-802.[citado 2024 jun. 06 ] Available from: https://doi.org/10.1080/07362994.2017.1321489
Vancouver
Budhiraja A, Kira E, Saha S. Central limit results for jump diffusions with mean field interaction and a common factor [Internet]. Stochastic Analysis and Applications. 2017 ; 35( 5): 767-802.[citado 2024 jun. 06 ] Available from: https://doi.org/10.1080/07362994.2017.1321489
Artigo de periodico
Stochastic detectability and mean bounded error covariance of the recursive kalman filter with Markov jump parameters (2010)
Costa, Eduardo Fontoura ; Astolfi, Alessandro
Source: Stochastic Analysis and Applications. Unidade: ICMC
Assunto: PROCESSOS ESTOCÁSTICOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Eduardo Fontoura e ASTOLFI, Alessandro. Stochastic detectability and mean bounded error covariance of the recursive kalman filter with Markov jump parameters. Stochastic Analysis and Applications, v. 28, n. 2, p. 190-201, 2010Tradução . . Disponível em: https://doi.org/10.1080/07362990903546371. Acesso em: 06 jun. 2024.
APA
Costa, E. F., & Astolfi, A. (2010). Stochastic detectability and mean bounded error covariance of the recursive kalman filter with Markov jump parameters. Stochastic Analysis and Applications, 28( 2), 190-201. doi:10.1080/07362990903546371
NLM
Costa EF, Astolfi A. Stochastic detectability and mean bounded error covariance of the recursive kalman filter with Markov jump parameters [Internet]. Stochastic Analysis and Applications. 2010 ; 28( 2): 190-201.[citado 2024 jun. 06 ] Available from: https://doi.org/10.1080/07362990903546371
Vancouver
Costa EF, Astolfi A. Stochastic detectability and mean bounded error covariance of the recursive kalman filter with Markov jump parameters [Internet]. Stochastic Analysis and Applications. 2010 ; 28( 2): 190-201.[citado 2024 jun. 06 ] Available from: https://doi.org/10.1080/07362990903546371
Artigo de periodico
Parabolic Ito equations with mixed in time conditions (2008)
Dokuchaev, Michael
Source: Stochastic Analysis and Applications. Unidade: IME
Assunto: EQUAÇÕES DIFERENCIAIS PARCIAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
DOKUCHAEV, Michael. Parabolic Ito equations with mixed in time conditions. Stochastic Analysis and Applications, v. 26, n. 3, p. 562-576, 2008Tradução . . Disponível em: https://doi.org/10.1080/07362990802007137. Acesso em: 06 jun. 2024.
APA
Dokuchaev, M. (2008). Parabolic Ito equations with mixed in time conditions. Stochastic Analysis and Applications, 26( 3), 562-576. doi:10.1080/07362990802007137
NLM
Dokuchaev M. Parabolic Ito equations with mixed in time conditions [Internet]. Stochastic Analysis and Applications. 2008 ; 26( 3): 562-576.[citado 2024 jun. 06 ] Available from: https://doi.org/10.1080/07362990802007137
Vancouver
Dokuchaev M. Parabolic Ito equations with mixed in time conditions [Internet]. Stochastic Analysis and Applications. 2008 ; 26( 3): 562-576.[citado 2024 jun. 06 ] Available from: https://doi.org/10.1080/07362990802007137
Artigo de periodico
On a detectability concept of discrete-time infinite markov jump linear systems (2005)
Costa, Eduardo Fontoura ; Val, João Bosco Ribeiro do; Fragoso, Marcelo Dutra
Source: Stochastic Analysis and Applications. Unidade: ICMC
Assunto: CONTROLE DE PROCESSOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Eduardo Fontoura e VAL, João Bosco Ribeiro do e FRAGOSO, Marcelo Dutra. On a detectability concept of discrete-time infinite markov jump linear systems. Stochastic Analysis and Applications, v. 23, p. 1-14, 2005Tradução . . Acesso em: 06 jun. 2024.
APA
Costa, E. F., Val, J. B. R. do, & Fragoso, M. D. (2005). On a detectability concept of discrete-time infinite markov jump linear systems. Stochastic Analysis and Applications, 23, 1-14.
NLM
Costa EF, Val JBR do, Fragoso MD. On a detectability concept of discrete-time infinite markov jump linear systems. Stochastic Analysis and Applications. 2005 ; 23 1-14.[citado 2024 jun. 06 ]
Vancouver
Costa EF, Val JBR do, Fragoso MD. On a detectability concept of discrete-time infinite markov jump linear systems. Stochastic Analysis and Applications. 2005 ; 23 1-14.[citado 2024 jun. 06 ]
Artigo de periodico
Mean square stabilizability of continuous-time linear systems with partial information on the Markovian jump parameters (2004)
Fragoso, Marcelo Dutra; Costa, Oswaldo Luiz do Valle
Source: Stochastic Analysis and Applications. Unidade: EP
Subjects: SISTEMAS LINEARES, PROCESSOS ESTOCÁSTICOS, PROCESSOS DE MARKOV
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
FRAGOSO, Marcelo Dutra e COSTA, Oswaldo Luiz do Valle. Mean square stabilizability of continuous-time linear systems with partial information on the Markovian jump parameters. Stochastic Analysis and Applications, v. 22, n. 1, p. 99-100, 2004Tradução . . Disponível em: https://doi.org/10.1109/acc.2000.877032. Acesso em: 06 jun. 2024.
APA
Fragoso, M. D., & Costa, O. L. do V. (2004). Mean square stabilizability of continuous-time linear systems with partial information on the Markovian jump parameters. Stochastic Analysis and Applications, 22( 1), 99-100. doi:10.1109/acc.2000.877032
NLM
Fragoso MD, Costa OL do V. Mean square stabilizability of continuous-time linear systems with partial information on the Markovian jump parameters [Internet]. Stochastic Analysis and Applications. 2004 ; 22( 1): 99-100.[citado 2024 jun. 06 ] Available from: https://doi.org/10.1109/acc.2000.877032
Vancouver
Fragoso MD, Costa OL do V. Mean square stabilizability of continuous-time linear systems with partial information on the Markovian jump parameters [Internet]. Stochastic Analysis and Applications. 2004 ; 22( 1): 99-100.[citado 2024 jun. 06 ] Available from: https://doi.org/10.1109/acc.2000.877032
Artigo de periodico
Jump Lq optimal control for discrete time Markovian systems with stochastic inputs (1998)
Costa, Oswaldo Luiz do Valle ; Val, João Bosco Ribeiro do
Source: Stochastic Analysis and Applications. Unidade: EP
Assunto: CONTROLE (TEORIA DE SISTEMAS E CONTROLE)
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle e VAL, João Bosco Ribeiro do. Jump Lq optimal control for discrete time Markovian systems with stochastic inputs. Stochastic Analysis and Applications, v. 16, n. 5, p. 843-858, 1998Tradução . . Disponível em: https://doi.org/10.1080/07362999808809565. Acesso em: 06 jun. 2024.
APA
Costa, O. L. do V., & Val, J. B. R. do. (1998). Jump Lq optimal control for discrete time Markovian systems with stochastic inputs. Stochastic Analysis and Applications, 16( 5), 843-858. doi:10.1080/07362999808809565
NLM
Costa OL do V, Val JBR do. Jump Lq optimal control for discrete time Markovian systems with stochastic inputs [Internet]. Stochastic Analysis and Applications. 1998 ;16( 5): 843-858.[citado 2024 jun. 06 ] Available from: https://doi.org/10.1080/07362999808809565
Vancouver
Costa OL do V, Val JBR do. Jump Lq optimal control for discrete time Markovian systems with stochastic inputs [Internet]. Stochastic Analysis and Applications. 1998 ;16( 5): 843-858.[citado 2024 jun. 06 ] Available from: https://doi.org/10.1080/07362999808809565

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