60 Probability theory and stochastic processes
60Jxx Markov processes (3 articles)
60J75 Jump processes (5 articles)
- : On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (English). Applications of Mathematics, vol. 59 (2014), issue 4, pp. 407-440
- : Moments of stochastic processes governed by Poisson random measures. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 31 (1990), issue 2, pp. 337-343
- : A note on impulsive control of Feller processes with costly information. (English). Aplikace matematiky, vol. 35 (1990), issue 1, pp. 51-59
- : Some informational properties of Markov pure-jump processes. (English). Časopis pro pěstování matematiky, vol. 113 (1988), issue 4, pp. 429-434
- : On an optimum principle for partially observed controlled jump Markovian processes. (English). Kybernetika, vol. 17 (1981), issue 3, pp. 256-268
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