U. G. Haussmann - Concepedia

Author

U. G. Haussmann

University of British Columbia

Also Known As

U. G. Haussmann, U. Haussmann, U.G Haussmann, U.G. Haussmann, UlrichG. Haussmann

Publications

1.6K

Citations

H-Index

Concepts

All Affiliations

University of British Columbia

About

U. G. Haussmann is an author at University of British Columbia specializing in engineering, probability theory, and process control.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	14	16	804
2	Business	3	3	227
3	Economics	2	2	197
4	Management	1	1	29
5	Natural Sciences	1	1	204

U. G. Haussmann

Publications

1.2K

Citations

H-Index

Page 1

	Year	Citations
Time Reversal of Diffusions U. G. Haussmann, Étienne Pardoux The Annals of Probability Time ReversalEngineeringPhysicsNatural SciencesStochastic Processes	1986	204
Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain J�rn Sass, U. G. Haussmann Finance and Stochastics EconomicsComputational FinanceAsset PricingBusinessTerminal Wealth	2004	181
Asymptotic stability of the linear ito equation in infinite dimensions U. G. Haussmann Journal of Mathematical Analysis and Applications EngineeringStochastic Dynamical SystemStochastic AnalysisInfinite Dimensional ProblemFractional Stochastics	1978	126
Optimal Stationary Control with State Control Dependent Noise U. G. Haussmann SIAM Journal on Control Optimal ControlMathematical Control TheoryProcess ControlNoiseGaussian White Noise	1971	73
On the integral representation of functionals of ltd processest U. G. Haussmann Stochastics Spectral TheoryEngineeringGeneralized FunctionResolvent KernelIntegrable Probability	1980	68
Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work U. G. Haussmann SIAM Review Mathematical ProgrammingStochastic Hybrid SystemEngineeringStochastic OptimizationStochastic System	1981	58
The Maximum Principle for Optimal Control of Diffusions with Partial Information U. G. Haussmann SIAM Journal on Control and Optimization	1987	54
A conditionally almost linear filtering problem with non-gaussian initial condition<sup>∗</sup> U. G. Haussmann, Étienne Pardoux Stochastics Mathematical ProgrammingStatistical Signal ProcessingEngineeringFiltering TechniqueOptimal Non-linear Filter	1988	51
Stochastic variational inequalities of parabolic type U. G. Haussmann, Étienne Pardoux Applied Mathematics & Optimization EngineeringStochastic CalculusProbability TheoryStochastic Variational InequalitiesVariational Inequality	1989	43
Functionals of Itô Processes as Stochastic Integrals U. G. Haussmann SIAM Journal on Control and Optimization Spectral TheoryDirichlet FormEngineeringFunctional LIntegrable Probability	1978	40

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