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Publications of Author

1. Tyrone E. Duncan
   Some Approaches to Ergodic and Adaptive Control of Stochastic Semilinear Systems. [Citation Graph (0, 0)][DBLP]
   Control of Distributed Parameter and Stochastic Systems, 1998, pp:199-206 [Conf]
   
2. Tyrone E. Duncan
   Evaluation of Likelihood Functions [Citation Graph (0, 0)][DBLP]
   Information and Control, 1968, v:13, n:1, pp:62-74 [Journal]
   
3. Tyrone E. Duncan
   Likelihood Functions for Stochastic Signals in White Noise [Citation Graph (0, 0)][DBLP]
   Information and Control, 1970, v:16, n:4, pp:303-310 [Journal]
   
4. Tyrone E. Duncan
   Mutual Information for Stochastic Differential Equations [Citation Graph (0, 0)][DBLP]
   Information and Control, 1971, v:19, n:3, pp:265-271 [Journal]
   
5. 
   Growth optimal portfolio under proportional transaction costs with obligatory diversification. [Citation Graph (, )][DBLP]
   
   
6. 
   Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs. [Citation Graph (, )][DBLP]
   
   
7. 
   Control of some linear stochastic systems with a fractional Brownian motion. [Citation Graph (, )][DBLP]