Stochastic Systems: Theory and Applications

By V. Pugachev, I. Sinitsyn. 2002

183 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/e22a96a5f612dbfbb3fb96f573aaa371bc0adc27

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Darío Calderon-Alvarez
2. Michael V. Basin
3. Mikhail Skliar

In Mathematical Physics

1. Darío Calderon-Alvarez
2. Michael V. Basin
3. Mikhail Skliar

In Statistical and Nonlinear Physics

1. Darío Calderon-Alvarez
2. Michael V. Basin
3. Mikhail Skliar

Citations in the corpus

• Optimal Filtering for Incompletely Measured Polynomial States over Linear Observations (2007, methodology): “where y1(t) and y2(t) are white Gaussian noises, which are the weak mean square derivatives of standard Wiener process (see [4]).”
• Integral sliding mode design for robust filtering and control of linear stochastic time‐delay systems (2005, unknown): “The following solution to this problem was obtained (see References [16–18]).”