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pro vyhledávání: '"Vostal, Ondřej"'
Autor:
Vostal, Ondřej
We partially solve the adaptive ergodic stochastic optimal control problem where the driving process is a fractional Brownian motion with Hurst parameter H > 1/2. A formula is provided for an optimal feedback control given a strongly consistent estim
Externí odkaz:
http://www.nusl.cz/ntk/nusl-367653
Autor:
Vostal, Ondřej
We partially solve the adaptive ergodic stochastic optimal control problem where the driving process is a fractional Brownian motion with Hurst parameter H > 1/2. A formula is provided for an optimal feedback control given a strongly consistent estim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::813985e0cb3635325fa463c8b0b1fe17
http://www.nusl.cz/ntk/nusl-367653
http://www.nusl.cz/ntk/nusl-367653
Autor:
Vostal, Ondřej
An introduction to the theory of mixing of random processes is presented. The aim of this introduction is to be eventually able to separate general random processes, markov chains and markov chains with finite alphabet into groups which mix different
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::73f57c7acb6ad115d7f517fb5a0ebcf3
http://www.nusl.cz/ntk/nusl-467542
http://www.nusl.cz/ntk/nusl-467542
Autor:
Vostal, Ondřej
The Austrian economists hold that the so called true money supply is theoreticaly superior to the classical M1, M2 and M3. Using the data from the Czech Republic I verify in my thesis whether it really could be the case. The true money supply is the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::1c4e3d5960c7b8b9331377cf0c21e80b
http://www.nusl.cz/ntk/nusl-114196
http://www.nusl.cz/ntk/nusl-114196