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

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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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Stochastic evolution equations. Linear Theory and Applications to Nonlinear Filtering: Stochastic equations in infinite dimensions Stochastic equations in infinite dimensions von Ocone, Daniel L.

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Non-finite-dimensional computability of filters in the presence of entrance boundaries von Ocone, Daniel L.

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A generalized clark representation formula, with application to optimal portfolios von Ocone, Daniel L., Karatzas, Ioannis

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Topics in Nonlinear Filtering Theory von Ocone,Daniel L

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An extension of clark' formula von Karatzas, Ioannis, Ocone, Daniel L, Li, Jinlu

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A Symmetry Characterization of Conditionally Independent Increment Martingales von Sanz Sole, Sanz, Nualart

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An optimal control depending on the conditional density of the unobserved state von Helmes, K. L., Rishel, R. W.

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COMPRESSIBLE FLOW OF GRANULAR MATERIALS von Astarita, Tommaso, Ocone, Raffaella, Astarita, Gianni

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