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

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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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Two Books on the Malliavin Calculus von Ocone, Daniel L.

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The Resolvent of a Degenerate Diffusion on the Plane, with Application to Partially Observed Stochastic Control von Karatzas, Ioannis, Ocone, Daniel L.

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Degenerate Variance Control in the One-dimensional Stationary Case von Ocone, Daniel, Weerasinghe, Ananda

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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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Malliavin's calculus and stochastic integral representations of functional of diffusion processes von Ocone, Daniel

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Control with Partial Observations and an Explicit Solution of Mortensen?s Equation von Benes, V clav E., Karatzas, Ioannis, Ocone, Daniel, Wang, Hui

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A guide to the stochastic calculus of variations von Ocone, Daniel L.

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

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Controlled Markov Processes: Time-Discretization von Ocone, Daniel

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Probability distributions of solutions to some stochastic partial differential equations von Ocone, Daniel

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Probability densities for conditional statistics in the cubic sensor problem von Ocone, Daniel

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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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DRINKING STRAW DOCK AND METHOD OF MANUFACTURING SAME von O'Cone, Daniel, Rega, Matthew

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The finite-horizon version for a partially-observed stochastic control problem of benesš & rishel von Karatzas, Ioannis, Ocone, Daniel L.

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