On adaptive boundary control for stochastic parabolic systems with unknown potential coefficient. - Shin Ichi Aihara (IEEE Trans. Autom. Control., 1997)

On the Mortensen equation for maximum likelihood state estimation. - Shin Ichi Aihara; Arunabha Bagchi (IEEE Trans. Autom. Control., 1999)

Robust nonlinear filtering of stochastic volatility in finance. - Shin Ichi Aihara; Arunabha Bagchi (ECC, 2001)

Filtering and Identification of Interest Rate Model with Stochastic Volatility. - Shin Ichi Aihara; Arunabha Bagchi (CDC/ECC, 2005)

Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds. - Shin Ichi Aihara; Arunabha Bagchi (System Modelling and Optimization, 2005)

Filtering and identification of stochastic diffusion systems with unknown boundary conditions. - Shin Ichi Aihara; Arunabha Bagchi (CDC, 2012)

Identification of bates stochastic volatility model by using non-central chi-square random generation method. - Shin Ichi Aihara; Arunabha Bagchi; Saikat Saha (ICASSP, 2012)

Adaptive Filtering for Stochastic Volatility by using Exact Sampling. - Shin Ichi Aihara; Arunabha Bagchi; Saikat Saha (ICINCO (1), 2013)

Adaptive Filtering in Electricity Spot Price Models. - Shin Ichi Aihara; Arunabha Bagchi (ICINCO (1), 2014)