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Backward Stochastic Difference Equations and Nearly Time-Consistent Nonlinear Expectations., and . SIAM J. Control and Optimization, 49 (1): 125-139 (2011)Optimal Design of Dynamic Default Risk Measures., and . J. Appl. Probab., 49 (4): 967-977 (2012)Markovian forward-backward stochastic differential equations and stochastic flows., and . Syst. Control. Lett., 61 (10): 1017-1022 (2012)On The Performance of Gaussian Mixture Estimation Techniques for Dicrete-Time Jump Markov Linear Systems., , and . CDC, page 314-319. IEEE, (2006)Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems., , and . IEEE Trans. Autom. Control., 39 (4): 780-792 (1994)Exact hybrid filters in discrete time., , and . IEEE Trans. Autom. Control., 41 (12): 1807-1810 (1996)Optimal Filters for Reconstructing., and . ISSPA, page 337-340. IEEE, (1996)M-ary detection filters for Cox process models., and . ISSPA, page 179-182. IEEE, (1999)Drift and volatility estimation in discrete time, , and . Journal of Economic Dynamics and Control, 22 (2): 209--218 (February 1998)A genetic filtering problem. Stochastic Analysis and Applications, 17 (4): 541--552 (1999)