Adaptive Control for Semilinear Stochastic Systems. - Tyrone E. Duncan; B. Maslowski; Bozenna Pasik-Duncan (SIAM J. Control. Optim., 2000)

Some properties of linear stochastic distributed parameter systems with fractional Brownian motion. - Tyrone E. Duncan; Bohdan Maslowski; Bozenna Pasik-Duncan (CDC, 2001)

Some Solutions of Semilinear Stochastic Equations in a Hilbert Space With a Fractional Brownian Motion. - Tyrone E. Duncan; Bohdan Maslowski; Bozenna Pasik-Duncan (CDC, 2006)

Parameter estimates for linear partial differential equations with fractional boundary noise. - Bohdan Maslowski; Jan Pospisil 001 (Commun. Inf. Syst., 2007)

Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion. - Tyrone E. Duncan; B. Maslowski; Bozenna Pasik-Duncan (SIAM J. Math. Anal., 2009)

Random attractors for Stochastic Equations Driven by a fractional Brownian Motion. - María J. Garrido-Atienza; B. Maslowski; Björn Schmalfuß (Int. J. Bifurc. Chaos, 2010)

Control of some linear stochastic systems in a Hilbert space with fractional Brownian motions. - Tyrone E. Duncan; B. Maslowski; Bozenna Pasik-Duncan (MMAR, 2011)

Infinite horizon maximum principle for the discounted control problem - Incomplete version - Petr Veverka; Bohdan Maslowski (CoRR, 2011)

Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions. - Tyrone E. Duncan; B. Maslowski; Bozenna Pasik-Duncan (SIAM J. Control. Optim., 2012)

An Infinite Time Horizon Linear-Quadratic Control Problem with a Rosenblatt Process. - Petr Coupek; Tyrone E. Duncan; Bohdan Maslowski; Bozenna Pasik-Duncan (CDC, 2018)

Filtering of stochastic delayed differential equations in Hilbert spaces. - V. Kubelka; B. Maslowski (Commun. Inf. Syst., 2021)

Estimation of self-similarity index for Rosenblatt models. - Petr Coupek; Pavel Kríz; Bohdan Maslowski (CDC, 2024)