Zobrazeno 1 - 10
of 74
pro vyhledávání: '"Bohdan Maslowski"'
Autor:
Bohdan Maslowski, Vit Kubelka
Publikováno v:
Communications in Information and Systems. 21:537-559
Autor:
Karel Kadlec, Bohdan Maslowski
Publikováno v:
Discrete & Continuous Dynamical Systems - B. 25:4039-4055
An ergodic control problem is studied for controlled linear stochastic equations driven by cylindrical Levy noise with unbounded control operator in a Hilbert space. A family of optimal controls is shown to consist of those asymptotically achieving t
Autor:
Pavel Kříž, Bohdan Maslowski
Publikováno v:
Stochastics. 91:1109-1140
Central limit theorems and asymptotic properties of the minimum-contrast estimators of the drift parameter in linear stochastic evolution equations driven by fractional Brownian motion are studied. Both singular ($H < \frac{1}{2})$ and regular ($H >
Autor:
K. Kadlec, Bohdan Maslowski
Publikováno v:
Applied Mathematics & Optimization. 79:547-565
In this paper, controlled linear stochastic evolution equations driven by square integrable Levy processes are studied in the Hilbert space setting. The control operator may be unbounded which makes the results obtained in the abstract setting applic
Autor:
Petr Čoupek, Bohdan Maslowski
Publikováno v:
Stochastic Processes and their Applications. 127:877-900
Volterra processes are continuous stochastic processes whose covariance function can be written in the form R ( s , t ) = ∫ 0 s ∧ t K ( s , r ) K ( t , r ) d r , where K is a suitable square integrable kernel. Examples of such processes are the f
Publikováno v:
Discrete and Continuous Dynamical Systems - Series B. 21:3075-3094
In the paper, we study existence and uniqueness of solutions to semilinear stochastic evolution systems, driven by a fractional Brownian motion with bilinear noise term, and the long time behavior of solutions to such equations. For this purpose, we
Autor:
Bohdan Maslowski, Vit Kubelka
Linear filtering problem for infinite-dimensional Gaussian processes is studied, the observation process being finite-dimensional. Integral equations for the filter and for covariance of the error are derived. General results are applied to linear SP
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::88d9ead5acab07beb6a59004fa61288e
Publikováno v:
CDC
A linear-quadratic optimal control problem with an infinite time horizon for a scalar linear stochastic differential equation with additive Rosenblatt noise is formulated and solved. The Rosenblatt process is a non-Gaussian continuous stochastic proc
Publikováno v:
Springer Proceedings in Mathematics & Statistics ISBN: 9783319749280
Recent results on linear stochastic partial differential equations driven by Volterra processes with linear or bilinear noise are briefly reviewed and partially extended. In the linear case, existence and regularity properties of stochastic convoluti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::76f9e54c38657b6505b61a49c680715c
https://doi.org/10.1007/978-3-319-74929-7_7
https://doi.org/10.1007/978-3-319-74929-7_7
Publikováno v:
Banach Center Publications. 105:91-102