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Siam Journal on Control
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Huibert Kwakernaak
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Huibert Kwakernaak
Publications: 1
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Citations: 5
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G-Index: 1
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H-Index: 1
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Periodic Linear Differential Stochastic Processes
(
Citations: 5
)
Huibert Kwakernaak
Journal:
Siam Journal on Control
, vol. 13, no. 2, 1975
Order by:
Citations
(5 times by 5 publications)
Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts
(
Citations: 2
)
Sylvie Roelly
,
Michèle Thieullen
Journal:
Stochastic Processes and Their Applications - STOCH PROC APPL
, vol. 115, no. 10, pp. 1677-1700, 2005
The Class of Distributions of Periodic Ornstein–Uhlenbeck Processes Driven by Lévy Processes
Jan Pedersen
,
Ken-Iti Sato
Journal:
Journal of Theoretical Probability - J THEOR PROBABILITY
, vol. 18, no. 1, pp. 209-235, 2005
A characterization of reciprocal processes via an integration by parts formula on the path space
(
Citations: 1
)
Sylvie Rœlly
,
Michèle Thieullen
Journal:
Probability Theory and Related Fields - PROBAB THEORY RELAT FIELD
, vol. 123, no. 1, pp. 97-120, 2002
Linear stochastic differential equations with boundary conditions
(
Citations: 17
)
Daniel Ocone
,
Etienne Pardoux
Journal:
Probability Theory and Related Fields - PROBAB THEORY RELAT FIELD
, vol. 82, no. 4, pp. 489-526, 1989
Quadratic control for linear periodic systems
(
Citations: 27
)
G. Da Prato
,
Akira Ichikawa
Journal:
Applied Mathematics and Optimization - APPL MATH OPT
, vol. 18, no. 1, pp. 39-66, 1988
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