"A Jump Ornstein-Uhlenbeck Bridge Based on Energy-Optimal Control and Its ..."

Hidekazu Yoshioka, Kazutoshi Yamazaki (2023)

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DOI: 10.1109/LCSYS.2023.3271422

access: closed

type: Journal Article

metadata version: 2023-06-02

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Hidekazu Yoshioka, Kazutoshi Yamazaki:
A Jump Ornstein-Uhlenbeck Bridge Based on Energy-Optimal Control and Its Self-Exciting Extension. IEEE Control. Syst. Lett. 7: 1536-1541 (2023)

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