Concepedia

U. G. Haussmann

UG

Statistics

Publications

21

Citations

1.2K

H-Index

18

Active since

1971

Affiliations

University of British Columbia(Current)

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

Top concepts

EngineeringProbabilityProcess ControlStochastic CalculusSystems EngineeringMathematical ProgrammingSpectral TheoryFunctional AnalysisBusinessSignal Processing

Publications per year

1971–2004

21

Publications

21

Time Reversal of Diffusions

U. G. Haussmann, Étienne Pardoux · The Annals of Probability · 1986 · 204 citations · Full text

Time Reversal, Engineering, Physics +13

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 · 2004 · 181 citations

Economics, Computational Finance, Asset Pricing +10

Asymptotic stability of the linear ito equation in infinite dimensions

U. G. Haussmann · Journal of Mathematical Analysis and Applications · 1978 · 126 citations

Engineering, Stochastic Dynamical System, Stochastic Analysis +5

Optimal Stationary Control with State Control Dependent Noise

U. G. Haussmann · SIAM Journal on Control · 1971 · 73 citations

Optimal Control, Mathematical Control Theory, Process Control +8

On the integral representation of functionals of ltd processest

U. G. Haussmann · Stochastics · 1980 · 68 citations

Spectral Theory, Engineering, Generalized Function +9

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