 | 2012 |
| 20 |  | Tyrone E. Duncan,
B. Maslowski,
Bozenna Pasik-Duncan:
Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions.
SIAM J. Control and Optimization 50(1): 507-531 (2012) |
| 2011 |
| 19 |  | Tyrone E. Duncan,
Bozenna Pasik-Duncan:
Control of some partially observed linear stochastic systems with fractional Brownian motions.
CDC-ECE 2011: 5035-5040 |
| 18 |  | Zsolt Talata,
Tyrone E. Duncan:
BIC Context Tree Estimation for Stationary Ergodic Processes.
IEEE Transactions on Information Theory 57(6): 3877-3886 (2011) |
| 2010 |
| 17 |  | Tyrone E. Duncan,
Bozenna Pasik-Duncan:
Stochastic linear-quadratic control for systems with a fractional Brownian motion.
CDC 2010: 6163-6168 |
| 16 |  | Tyrone E. Duncan:
Mutual information for stochastic signals and Lévy processes.
IEEE Transactions on Information Theory 56(1): 18-24 (2010) |
| 2009 |
| 15 |  | Tyrone E. Duncan,
Bozenna Pasik-Duncan:
Control of some linear stochastic systems with a fractional Brownian motion.
CDC 2009: 8518-8522 |
| 14 |  | Zsolt Talata,
Tyrone E. Duncan:
Unrestricted BIC context tree estimation for not necessarily finite memory processes.
ISIT 2009: 724-728 |
| 13 |  | Tyrone E. Duncan,
B. Maslowski,
Bozenna Pasik-Duncan:
Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion.
SIAM J. Math. Analysis 40(6): 2286-2315 (2009) |
| 2008 |
| 12 |  | Tyrone E. Duncan,
Bozenna Pasik-Duncan,
Lukasz Stettner:
Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs.
CDC 2008: 4275-4279 |
| 11 |  | Tyrone E. Duncan,
Bozenna Pasik-Duncan,
Lukasz Stettner:
Growth optimal portfolio under proportional transaction costs with obligatory diversification.
CDC 2008: 5582-5589 |
| 10 |  | Tyrone E. Duncan:
Mutual Information for Stochastic Signals and Fractional Brownian Motion.
IEEE Transactions on Information Theory 54(10): 4432-4438 (2008) |
| 2007 |
| 9 |  | Yasong Jin,
Soshant Bali,
Tyrone E. Duncan,
Victor S. Frost:
Predicting properties of congestion events for a queueing system with fBm traffic.
IEEE/ACM Trans. Netw. 15(5): 1098-1108 (2007) |
| 2005 |
| 8 |  | Soshant Bali,
Yasong Jin,
Victor S. Frost,
Tyrone E. Duncan:
Characterizing user-perceived impairment events using end-to-end measurements.
Int. J. Communication Systems 18(10): 935-960 (2005) |
| 2000 |
| 7 |  | Tyrone E. Duncan,
Yaozhong Hu,
Bozenna Pasik-Duncan:
Stochastic Calculus for Fractional Brownian Motion I. Theory.
SIAM J. Control and Optimization 38(2): 582-612 (2000) |
| 6 |  | Tyrone E. Duncan,
B. Maslowski,
Bozenna Pasik-Duncan:
Adaptive Control for Semilinear Stochastic Systems.
SIAM J. Control and Optimization 38(6): 1683-1706 (2000) |
| 1998 |
| 5 |  | Tyrone E. Duncan:
Some Approaches to Ergodic and Adaptive Control of Stochastic Semilinear Systems.
Control of Distributed Parameter and Stochastic Systems 1998: 199-206 |
| 1977 |
| 4 |  | Tyrone E. Duncan:
Some Filtering Results in Riemann Manifolds
Information and Control 35(3): 182-195 (1977) |
| 1971 |
| 3 |  | Tyrone E. Duncan:
Mutual Information for Stochastic Differential Equations
Information and Control 19(3): 265-271 (1971) |
| 1970 |
| 2 |  | Tyrone E. Duncan:
Likelihood Functions for Stochastic Signals in White Noise
Information and Control 16(4): 303-310 (1970) |
| 1968 |
| 1 |  | Tyrone E. Duncan:
Evaluation of Likelihood Functions
Information and Control 13(1): 62-74 (1968) |