On controllability of nonlinear stochastic systems

Stochastic Calculus for Fractional Brownian Motion I. Theory

Tyrone E. Duncan, Yaozhong Hu, B. Pasik-Duncan · SIAM Journal on Control and Optimization · 2000 · 574 citations

Engineering, Mathematics, Probability Theory +13

FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE

Yaozhong Hu, Bernt Øksendal · Infinite Dimensional Analysis Quantum Probability and Related Topics · 2003 · 473 citations · Full text

Engineering, Economics, Finance +17

On controllability of linear stochastic systems

Nazım I. Mahmudov, A. Denker · International Journal of Control · 2000 · 263 citations

Engineering, Mathematics, Dynamical Systems +13

Controllability of stochastic semilinear functional differential equations in Hilbert spaces

Jerald P. Dauer, Nazım I. Mahmudov · Journal of Mathematical Analysis and Applications · 2003 · 115 citations

Natural Sciences, Mathematics, Dynamical Systems +13

Controllability of linear stochastic systems

Nazım I. Mahmudov · IEEE Transactions on Automatic Control · 2001 · 110 citations

Engineering, Mathematics, Systems Engineering +12