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60J60 Diffusion processes (9 articles)

• Rivasplata, Omar; Rychtář, Jan; Schmuland, Byron: Reversibility for diffusions via quasi-invarience. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 48 (2007), issue 1, pp. 3-10
• Engelbert, Hans-Jürgen: A note on one-dimensional stochastic equations. (English). Czechoslovak Mathematical Journal, vol. 51 (2001), issue 4, pp. 701-712
• Boschková, Monika: Self-tuning controls of linear stochastic systems in presence of drift. (English). Kybernetika, vol. 24 (1988), issue 5, pp. 347-362
• Thomas, Robin: Optimal stopping and impulsive control of one-dimensional diffusion processes. (English). Czechoslovak Mathematical Journal, vol. 37 (1987), issue 2, pp. 271-292
• Herbst, Tomáš: Estimator of variance of Wiener process based on its integral. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 27 (1986), issue 4, pp. 737-740
• Lánská, Věra: A note on estimation in controlled diffusion processes. (English). Kybernetika, vol. 22 (1986), issue 2, pp. 133-141
• Vrkoč, Ivo: Conditions for strong maximality of local diffusions in multi-dimensional case. (English). Czechoslovak Mathematical Journal, vol. 28 (1978), issue 2, pp. 200-244
• Vrkoč, Ivo: Conditions for maximal local diffusions in multi-dimensional case. (English). Czechoslovak Mathematical Journal, vol. 22 (1972), issue 3, pp. 393-422
• Mandl, Petr: Anwendungen der Theorie der optimalen Regelungnichtabbrechender Diffusionsprozesse. (German) [Application of the theory of optimal control of continuous diffusion processes]. Kybernetika, vol. 1 (1965), issue 1, pp. (28)-36