Applied Stochastic Analysis: Proceedings of a US-French Workshop, Rutgers University, New Brunswick, N.J., April 29 – May 2, 1991 von Karatzas, Ioannis, Ocone, Daniel

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Learning with side information: PAC learning bounds von Kuusela, P., Ocone, D.

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Exponential stability in discrete-time filtering for non-ergodic signals von Budhiraja, A., Ocone, D.

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Exponential stability of discrete-time filters for bounded observation noise von Budhiraja, A., Ocone, D.

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A leavable bounded-velocity stochastic control problem von Karatzas, Ioannis, Ocone, Daniel

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Unique Characterization of Conditional Distributions in Nonlinear Filtering von Kurtz, T. G., Ocone, D. L.

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Asymptotic stability of the optimal filter with respect to its initial condition von OCONE, D, PARDOUX, E

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Asymptotic stability of beneš filters von Ocone, D.L.

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Relative Entropy and Error Bounds for Filtering of Markov Processes von Clark, J. M. C., Ocone, D. L., Coumarbatch, C.

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Learning complexity dimensions for a continuous-time control system von KUUSELA, Pirkko, OCONE, Daniel, SONTAG, Eduardo D

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Degenerate Variance Control of a One-Dimensional Diffusion von Ocone, Daniel, Weerasinghe, Ananda

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Control with Partial Observations and an Explicit Solution of Mortensen's Equation von Benes, Václav E, Karatzas, Ioannis, Ocone, Daniel, Wang, Hui

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A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations von OCONE, D, PARDOUX, E

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Stochastic calculus of variations for stochastic partial differential equations von Ocone, Daniel

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Stochastic calculus of variations for stochastic partial differential equations von OCONE, D

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Remark on the finite energy condition in additive white noise filtering von OCONE, D

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Linear stochastic differential equations with boundary conditions von OCONE, D, PARDOUX, E

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Remarks on the finite energy condition in additive white noise filtering von Ocone, Daniel

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Malliavin's calculus and stochastis integral representations of functionals of diffusion processes von OCONE, D

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Multiple Integral Expansions for Nonlinear Filtering von Ocone, Daniel

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