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## 2011

Aihara, S.I. and Bagchi, A. (2011) Adaptive mean-variance hedging of bond options with stochastic risk term. In: Proceedings of the 42nd ISCIE International Symposium on Stochastic Systems Theory and its Applications (SSS'10), 26-27 Nov 2010, Okayama, Japan. pp. 134-139. The Institute of Systems, Control and Information Engineers (ISCIE). ISBN 978-4-915740-52-7
Aihara, S.I. and Bagchi, A. and Imreizeeq, E.S.N. (2011) Identification of electricity spot models by using convolution particle filter. International Journal of Innovative Computing Information and Control, 7 (1). pp. 61-72. ISSN 1349-4198
Aoki, E.H. and Bagchi, A. and Mandal, P.K. and Boers, Y. (2011) A theoretical analysis of Bayes-optimal multi-target tracking and labelling. Memorandum 1953, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Aoki, E.H. and Bagchi, A. and Mandal, P.K. and Boers, Y. (2011) Particle filter approximations for general open loop and open loop feedback sensor management. Memorandum 1952, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Aoki, E.H. and Bagchi, A. and Mandal, P.K. and Boers, Y. (2011) On the "near-universal proxy" argument for theoretical justification of information-driven sensor management. In: IEEE Statistical Signal Processing Workshop (SSP 2011), 28-30 Jun 2011, Nice, France. pp. 245-248. IEEE Signal Processing Society. ISBN 978-1-4577-0569-4
Aoki, E.H. and Bagchi, A. and Mandal, P.K. and Boers, Y. (2011) A theoretical look at information-driven sensor management criteria. In: Proceedings of the 14th International Conference on Information Fusion (FUSION 2011) , 5-8 Jul 2011, Chicago, IL. pp. 1-8. IEEE Aerospace and Electronic Systems Society. ISBN 978-1-4577-0267-9
Besseling, N.C. and Zwart, H.J. (2011) The growth of a semigroup and its Cayley transform. Memorandum 1941, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Göttsche, O.E. and Vellekoop, M.H. (2011) The early exercise premium for the American put under discrete dividends. Mathematical Finance, 21 (2). pp. 335-354. ISSN 0960-1627 *** ISI Impact 2,283 ***
Imreizeeq, E.S.N. (2011) Parameter estimation of a new energy spot model from futures prices. PhD thesis, University of Twente. ISBN 978-90-365-3172-6
Jamshidian, F. (2011) On the combinatorics of iterated stochastic integrals. Stochastics: An International Journal of Probability and Stochastic Processes, 83 (1). pp. 1-15. ISSN 1744-2508 *** ISI Impact 0,630 ***

## 2010

Aihara, S.I. and Bagchi, A. (2010) Identification of affine term structures from yield curve data. International Journal of Theoretical and Applied Finance, 13 (2). pp. 259-283. ISSN 0219-0249
Aihara, S.I. and Bagchi, A. and Imreizeeq, E.S.N. (2010) Identification of electricity spot models from futures prices. In: Proceedings of the 41st ISCIE International Symposium on Stochastic Systems Theory and its Applications (SSS'09), 13-14 Nov 2009, Kobe, Japan. pp. 217-222. The Institute of Systems, Control and Information Engineers (ISCIE). ISBN 978-4-915740-47-3
Besseling, N.C. and Zwart, H.J. (2010) Stability analysis in continuous and discrete time, using the Cayley transform. Integral Equations and Operator Theory, 68 (4). pp. 487-502. ISSN 0378-620X *** ISI Impact 0,956 ***
Boers, Y. and Driessen, J.N. and Bagchi, A. and Mandal, P.K. (2010) Particle filter based entropy. In: Proceedings of the 13th International Conference on Information Fusion, FUSION 2010, 26-29 July 2010, Edinburgh, UK. The Institution of Engineering and Technology. ISBN 978-0-9824438-1-1
Boers, Y. and Sviestins, E. and Driessen, H. (2010) Mixed labelling in multitarget particle filtering. IEEE transactions on aerospace and electronic systems, 46 (2). pp. 792-802. ISSN 0018-9251 *** ISI Impact 1,672 ***
Curtain, R.F. and Iftime, O.V. and Zwart, H.J. (2010) A comparison between LQR control for a long string of SISO systems and LQR control of the infinite spatially invariant version. Automatica, 46 (10). pp. 1604-1615. ISSN 0005-1098 *** ISI Impact 3,635 ***
Everdij, M.H.C. (2010) Compositional modelling using Petri nets with the analysis power of stochastic hybrid processes. PhD thesis, NLR, Amsterdam and University of Twente. ISBN 978-90-365-3015-6
Heidari, H. and Zwart, H.J. and Malek, A. (2010) Controllability and stability of 3D heat conduction equation in a submicroscale thin film. Memorandum 1917, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Heidari, H. and Zwart, H.J. and Malek, A. (2010) Analysis of the three dimensional heat conduction in nano- or microscale. In: Proceedings of the 19th International Symposium on Mathematical Theory of Networks and Systems, MTNS 2010, 5-9 Jul 2010, Budapest, Hungary. pp. 1877-1882. Eötvös Loránd University. ISBN 978-963-311-370-7
Jamshidian, F. (2010) Trivariate support of flat-volatility forward Libor rates. Mathematical Finance, 20 (2). pp. 229-258. ISSN 0960-1627 *** ISI Impact 2,283 ***
Kurula, M. and Zwart, H.J. and van der Schaft, A.J. and Behrndt, J. (2010) Dirac structures and their composition on Hilbert spaces. Journal of mathematical analysis and applications, 372 (2). pp. 402-422. ISSN 0022-247X *** ISI Impact 1,014 ***
van Mourik, S. and Geurts, B.J. and Zwart, H.J. and Keesman, K.J. (2010) Modelling and controller design for a UV disinfection plant. European journal of control, 16 (2). pp. 119-128. ISSN 0947-3580 *** ISI Impact 1,342 ***
van Mourik, S. and Zwart, H.J. and Keesman, K.J. (2010) Switching input controller for a food storage room. Control engineering practice, 18 (5). pp. 507-514. ISSN 0967-0661 *** ISI Impact 1,830 ***
Vries, D. and Keesman, K.J. and Zwart, H.J. (2010) Luenberger boundary observer synthesis for Sturm-Liouville systems. International Journal of Control, 83 (7). pp. 1504-1514. ISSN 0020-7179 *** ISI Impact 1,880 ***
Zwart, H.J. (2010) Riesz basis for strongly continuous groups. Journal of Differential Equations, 249 (10). pp. 2397-2408. ISSN 0022-0396 *** ISI Impact 1,821 ***
Zwart, H.J. (2010) Riesz basis for strongly continuous groups. In: Proceedings of the 19th International Symposium on Mathematical Theory of Networks and Systems, MTNS 2010, 5-9 Jul 2010, Budapest, Hungary. pp. 647-650. Eötvös Loránd University. ISBN 978-963-311-370-7
Zwart, H.J. (2010) An calculus of admissible operators. In: Proceedings of the 19th International Symposium on Mathematical Theory of Networks and Systems, MTNS 2010, 5-9 Jul 2010, Budapest, Hungary. pp. 1679-1683. Eötvös Loránd University. ISBN 978-963-311-370-7
Zwart, H.J. and Gorrec Le , Y. and Maschke, B. and Villegas, J.A. (2010) Well-posedness and Regularity of Hyperbolic Boundary Control Systems on a One-dimensional Spatial Domain. ESAIM: Control, Optimization and Calculus of Variations, 16 (4). pp. 1077-1093. ISSN 1292-8119 *** ISI Impact 1,112 ***
Zwart, H.J. and van Mourik, S. and Keesman, K.J. (2010) Switching control for a class of non-linear systems with an application to post-harvest food storage. European journal of control, 16 (5). pp. 1-7. ISSN 0947-3580 *** ISI Impact 1,342 ***

## 2009

Aihara, S.I. and Bagchi, A. (2009) Empirical identification of affine term structures from yield curve data. In: Proceedings of the 40th ISCIE International Symposium on Stochastic Systems Theory and its Applications (SSS'08), 14-15 Nov 2008, Kyoto. pp. 354-359. The Institute of Systems, Control and Information Engineers (ISCIE). ISBN 978-4-915740-40-4
Aihara, S.I. and Bagchi, A. and Imreizeeq, E.S.N. (2009) Parameter estimation of electricity spot models from futures prices. In: Proceedings of the 15th IFAC Symposium on System Identification, 6-8 July 2009, Saint-Malo. pp. 1457-1462. IFAC. ISBN 978-3-902661-47-0
Aihara, S.I. and Bagchi, A. and Saha, S. (2009) On parameter estimation of stochastic volatility models from stock data using particle filter - Application to AEX index -. International Journal of Innovative Computing, Information and Control, 5 (1). pp. 17-27. ISSN 1349-4198
Bagchi, A. and Suresh Kumar, K. (2009) Dynamic asset management with risk-sensitive criterion and non-negative factor constraints: a differential game approach. Stochastics An International Journal of Probability and Stochastic Processes, 81 (5). pp. 503-530. ISSN 1744-2508 *** ISI Impact 0,630 ***
Blom, H.A.P. and Bakker, G.J. and Krystul, J. (2009) Rare event estimation for a large-scale stochastic hybrid system with air traffic application. In: Rare Event Simulation using Monte Carlo Methods. John Wiley & Sons, pp. 193-214. ISBN 978-0-470-77269-0
Boers, Y. and Driessen, J.N. (2009) A note on bounds for target tracking with Pd < 1. IEEE Transactions on Aerospace and Electronic Systems, 45 (2). pp. 640-646. ISSN 0018-9251 *** ISI Impact 1,672 ***
Curtain, R.F. and Iftime, O.V. and Zwart, H.J. (2009) System theoretic properties of a class of spatially invariant systems. Automatica, 45 (7). pp. 1619-1627. ISSN 0005-1098 *** ISI Impact 3,635 ***
Curtain, R.F. and Iftime, O.V. and Zwart, H.J. (2009) LQR control for scalar finite and infinite platoons. (Invited) In: SYSTEMS THEORY : Modélisation, Analyse et Contrôle - Actes de la Conférence Internationale, 25-28 May 2009, Fes, Morocco. pp. 19-30. Presses Universitaires de Perpignan. ISBN 978-2-35412-043-6
Fatmawati, F. and Zwart, H.J. (2009) Characterization of system theoretic properties for a class of spatially invariant systems. In: SYSTEMS THEORY : Modélisation, Analyse et Contrôle - Actes de la Conférence Internationale, 25-28 May 2009, Fes, Morocco. pp. 441-448. Presses Universitaires de Perpignan. ISBN 978-2-35412-043-6
Jacob, B. and Zwart, H.J. (2009) On the Hautus test for exponentially stable C0-groups SIAM journal on control and optimization, 48 (3). pp. 1275-1288. ISSN 0363-0129 *** ISI Impact 1,491 ***
van Mourik, S. and Zwart, H.J. and Keesman, K.J. (2009) Modelling and controller design for distributed parameter systems via residence time distribution. International journal of control, 82 (8). pp. 1404-1413. ISSN 0020-7179 *** ISI Impact 1,880 ***
van Mourik, S. and Zwart, H.J. and Keesman, K.J. (2009) Integrated open loop control and design of a food storage room. Biosystems Engineering, 104 (4). pp. 493-502. ISSN 1537-5110 *** ISI Impact 1,997 ***
Nurdin, H.I. and Mazumdar, R.R. and Bagchi, A. (2009) Reduced-dimension linear transform coding of distributed correlated signals with incomplete observations. IEEE Transactions on Information Theory, 55 (6). pp. 2848-2858. ISSN 0018-9448 *** ISI Impact 1,737 ***
Saha, S. (2009) Topics in Particle Filtering and Smoothing. PhD thesis, University of Twente. ISBN 978-90-365-2864-1
Saha, S. and Boers, Y. and Driessen, J.N. and Mandal, P.K. and Bagchi, A. (2009) Particle filter based MAP state estimation: A comparison. In: Proceedings of 12th International Conference on Information Fusion 2009, 06-09 July, 2009, Seattle, USA. pp. 278-283. International Society of Information Fusion. ISBN 978-0-9824438-0-4
Saha, S. and Mandal, P.K. and Bagchi, A. and Boers, Y. and Driessen, J.N. (2009) Parameter estimation in a general state space model from short observation data: A SMC based approach. In: Proceedings of the 2009 IEEE/SP 15th Workshop on Statistical Signal Processing, 31 Aug - 03 Sep 2009, Cardiff, UK. pp. 41-44. IEEE. ISBN 978-1-4244-2710-9
Saha, S. and Mandal, P.K. and Boers, Y. and Driessen, H. and Bagchi, A. (2009) Gaussian proposal density using moment matching in SMC methods. Statistics and Computing, 19 (2). pp. 203-208. ISSN 0960-3174 *** ISI Impact 1,786 ***
Spierdijk, L. and Vellekoop, M.H. (2009) The structure of bias in peer voting systems: lessons from the Eurovision Song Contest. Empirical Economics, 36 (2). pp. 403-425. ISSN 0377-7332 *** ISI Impact 0,614 ***
Vellekoop, M.H. and Nieuwenhuis, J.W. (2009) A tree-based method to price American options in the Heston model. Journal of Computational Finance, 13 (1). pp. 1-21. ISSN 1460-1559 *** ISI Impact 0,500 ***
Villegas, J.A. and Zwart, H.J. and Le Gorrec, Y. and Maschke, B.M.J. (2009) Exponential stability of a class of boundary control systems. IEEE transactions on automatic control, 54 (1). pp. 142-147. ISSN 0018-9286 *** ISI Impact 2,777 ***

## 2008

Aihara, S.I. and Bagchi, A. (2008) Filtering and identification of affine term structures from yield curve data. Memorandum 1865, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Aihara, S.I. and Bagchi, A. and Saha, S. (2008) Estimating volatility and model parameters of stochastic volatility models with jumps using particle filter. In: 17th IFAC World Congress, 06-11 July 2008, Seoul. pp. 6490-6495. IFAC. ISBN 978-3-902661-00-5
Besseling, N.C. and Bokhove, O. and Kolechkina, A. and Molenaar, J. and van Nooyen, R. and Rottschäfer, V. and Stein, A. and Stoorvogel, A.A. (2008) Maths fights flooding. In: Proceedings of the 63rd European Study Group Mathematics with Industry, 28 Jan - 1 Feb 2008, Enschede, The Netherlands. pp. 47-63. CWI Syllabi 63. CWI (Centrum voor Wiskunde en Informatica). ISBN 978-90-365-2779-8
Bokhove, O. and Hurink, J.L. and Meinsma, G. and Stolk, C.C. and Vellekoop, M.H. (2008) Preface. In: Proceedings of the 63rd European Study Group Mathematics with Industry, 28 Jan 2008 - 1 Feb 2008, Enschede, The Netherlands. ii. CWI Syllabi 63. CWI (Centrum voor Wiskunde en Informatica). ISBN 978-90-365-2779-8
Curtain, R.F. and Iftime, O.V. and Zwart, H.J. (2008) System theoretic properties of platoon-type systems. In: Proceedings of the 47th IEEE Conference on Decision and Control, 9-11 Dec 2008, Cancun, Mexico. pp. 1442-1447. IEEE Computer Society. ISSN 0191-2216 ISBN 978-1-4244-3124-3
Eisner, T. and Zwart, H.J. (2008) The growth of a C0-semigroup characterised by its cogenerator Journal of Evolution Equations, 8 (4). pp. 749-764. ISSN 1424-3199 *** ISI Impact 0,731 ***
Litvak, N. and Altaf, M.U. and Barbu, A.L. and Jain, S. and Miretskiy, D.I. and Mohammadi, L. and Onur, E. and in't Panhuis, J.C.H.W. and Sumihar, J.H. and Vellekoop, M.H. and van Wijk, A.C.C. and Bisseling, R.H. (2008) Increasing detection performance of surveillance sensor networks. In: Proceedings of the 63rd European Study Group Mathematics with Industry, 28 Jan - 1 Feb 2008, Enschede, The Netherlands. pp. 85-115. CWI Syllabi 63. CWI (Centrum voor Wiskunde en Informatica). ISBN 978-90-365-2779-8
Minina, V. (2008) The Cost of Risk and Option Hedging in Incomplete Markets. PhD thesis, University of Twente. ISBN 978-90-365-2611-1
van Mourik, S. (2008) Modelling and control of systems with flow. PhD thesis, University of Twente. ISBN 978-90-365-2617-3
Saha, S. and Mandal, P.K. and Bagchi, A. (2008) A new approach to particle based smoothed marginal MAP. In: 16th European Signal Processing Conference (EUSIPCO 2008), 25-29 August 2008, Lausanne, Switzerland. 1569102598. EURASIP, European Association for Signal, Speech and Image Processing. ISBN 978-2-8399-0450-6
Saha, S. and Mandal, P.K. and Bagchi, A. and Boers, Y. and Driessen, H. (2008) On the Monte Carlo marginal MAP estimator for general state space models. Memorandum 1887, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Vries, D. and Keesman, K.J. and Zwart, H.J. (2008) A Luenberger observer for an infinite dimensional bilinear system: a UV disinfection example. In: Proceedings of the 3rd IFAC Symposium on System, Structure and Control, 17-19 Oct 2007, Foz do Iguassu, Brazil. System, Structure and Control 3. International Federation of Automatic Control. ISBN 978-3-902661-36-4

## 2007

Aihara, S.I. and Bagchi, A. (2007) Recursive parameter identification for infinite-dimensional factor model by using particle filter. (Invited) In: Proceedings of the 38th ISCIE International Symposium on Stochastic Systems Theory and Its Applications, 9-10 Nov 2006, Suwa, Nagano, Japan. pp. 40-45. Institute of Systems, Control and Information Engineers (ISCIE). ISBN 4-915740-23-0
Blom, H.A.P. and Bakker, G.J. and Krystul, J. (2007) Probabilistic Reachability Analysis for Large Scale Stochastic Hybrid Systems. In: 46th IEEE Conference on Decision and Control, 12-14 Dec 2007, New Orleans, USA. pp. 3182-3189. IEEE. ISBN 1-4244-1498-9
Eisner, T. and Zwart, H.J. (2007) A note on plynomially bounded C0-semigroups Semigroup Forum, 75 (2). pp. 438-445. ISSN 0037-1912 *** ISI Impact 0,642 ***
Gomilko, A.M. and Zwart, H.J. (2007) The Cayley transform of the generator of a bounded C0-semigroup Semigroup Forum, 74 (1). pp. 140-148. ISSN 0037-1912 *** ISI Impact 0,642 ***
Gomilko, A.M. and Zwart, H.J. and Tomilov, Y. (2007) Inverse operator of the generator of a C0-semigroup Sbornik: Mathematics, 198 (8). pp. 1095-1110. ISSN 1064-5616 *** ISI Impact 0,526 ***
He, Yizhi (2007) Real options in the energy markets. PhD thesis, University of Twente. CTIT Ph.D.-thesis series No. 07-107 ISBN 978-90-365-2568-8
Keesman, K.J. and Vries, D. and van Mourik, S. and Zwart, H.J. (2007) Modeling and control of water disinfection process in annular photoreactors. In: Proceedings of the European Control Conference 2007, 2-5 July 2007, Kos, Greece. pp. 4778-4784. European Union Control Association. ISBN 978-960-89028-5-5
van Mourik, S. and Geurts, B.J. and Zwart, H.J. (2007) Modelling and controller design for a UV disinfection plant. Memorandum 1852, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
van Mourik, S. and Zwart, H.J. and Keesman, K.J. (2007) Switching control for a class of nonlinear SISO systems with an application to post-harvest food storage. Memorandum 1853, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
van Mourik, S. and Zwart, H.J. and Keesman, K.J. (2007) Analytic control law for a food storage room. Memorandum 1819, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Piskarev, S. and Zwart, H.J. (2007) Crank-Nicolson scheme for abstract linear systems. Numerical Functional Analysis and Optimization, 28 (5&6). pp. 717-736. ISSN 0163-0563 *** ISI Impact 0,649 ***
Saha, S. and Mandal, P.K. and Boers, Y. and Driessen, H. and Bagchi, A. (2007) Gaussian proposal density using moment matching in SMC methods. Memorandum 1832, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Unteregge, M. (2007) -Admissible control elements for diagonal semigroups on -spaces. Systems and control letters, 56 (6). pp. 447-451. ISSN 0167-6911 *** ISI Impact 1,908 ***
Vellekoop, M.H. and Nieuwenhuis, J.W. (2007) On Option Pricing Models in the Presence of Heavy Tails. Quantitative Finance, 7 (5). pp. 563-573. ISSN 1469-7688 *** ISI Impact 0,794 ***
Vellekoop, M.H. and Nieuwenhuis, J.W. (2007) Cash dividends and futures prices on discontinuous filtrations. Memorandum 1838, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Villegas, J.A. (2007) A Port-Hamiltonian Approach to Distributed Parameter Systems. PhD thesis, University of Twente. ISBN 978-90-365-2489-6
Zwart, H.J. (2007) Is an infinitesimal generator? Banach center publications, 75. pp. 303-313. ISSN 0137-6934
Zwart, H.J. (2007) Growth estimates for on a Hilbert space. Semigroup Forum, 74 (3). pp. 487-494. ISSN 0037-1912 *** ISI Impact 0,642 ***

## 2006

Aihara, S.I. and Bagchi, A. (2006) Filtering and identification of Heston's stochastic volatility model and its market risk. Journal of Economic Dynamics & Control, 30 (12). pp. 2363-2388. ISSN 0165-1889 *** ISI Impact 0,879 ***
Aihara, S.I. and Bagchi, A. (2006) Filtering and identification of stochastic volatility for parabolic type factor models. International Journal of Innovative Computing, Information and Control, 2 (5). pp. 1-9. ISSN 1349-4198
Aihara, S.I. and Bagchi, A. (2006) Parameter estimation of parabolic type factor models and empirical study of US treasury bonds. In: Proceedings of the 22nd IFIP TC7 Conference, July 18–22, 2005, Turin, Italy. pp. 207-217. IFIP International Federation for Information Processing (199). Springer Verlag. ISBN 0-387-32774-6
Blom, H.A.P. and Krystul, J. and Bakker, G.J. (2006) Estimating Rare Event Probabilities in Large Scale Stochastic Hybrid Systems by Sequential Monte Carlo Simulation. In: 6th International Workshop on Rare Event Simulation, 8-10 October 2006, Bamberg, Germany. pp. 1-7. Universität Bamberg. ISBN not assigned
Blom, H.A.P. and Krystul, J. and Bakker, G.J. (2006) A Particle System for Safety Verification of Free Flight in Air Traffic. In: 45th IEEE Conference on Decision and Control, 13-15 Dec 2006, San Diego, CA, USA. pp. 1574-1579. IEEE. ISBN 1-4244-0171-2
Blom, H.A.P. and Krystul, J. and Bakker, G.J. (2006) Free Flight Collision Risk Estimation by Sequential MC Simulation. In: Stochastic Hybrid Systems. Automation and Control Engineering Series 24. Taylor & Francis CRC Press, pp. 247-279. ISBN 0849390834
Eisner, T. and Zwart, H.J. (2006) Continuous-time Kreiss resolvent condition on infinite-dimensional spaces. Mathematics of Computation, 75 (256). pp. 1971-1985. ISSN 0025-5718 *** ISI Impact 1,464 ***
Guo, B.Z. and Zwart, H.J. (2006) On the Relation between stability of continuous- and discrete-time evolution equations via the Cayley transform. Integral Equations and Operator Theory, 54. pp. 349-383. ISSN 0378-620X *** ISI Impact 0,956 ***
Jacob, B. and Zwart, H.J. (2006) On Approximate Observability of Strongly Stable Systems. (Invited) In: Proceedings of the 17th International Symposium on Mathematical Theory of Networks and Systems, 24-28 Jul 2006, Kyoto, Japan. pp. 305-308. Kyoto University. ISBN not assigned
Kholopova, M. (2006) Estimating a two-factor model for the forward curve of electricity. PhD thesis, University of Twente. CTIT Ph.D.-thesis series No. 06-92 ISBN 9036524156
Krystul, J. (2006) Modelling of stochastic hybrid systems with applications to accident risk assessment. PhD thesis, University of Twente. ISBN 90-365-2401-6
Krystul, J. and Blom, H.A.P. (2006) Sequential Monte Carlo simulation for the estimation of small reachability probabilities for stochastic hybrid systems. (Invited) In: 2006 Second International Symposium on Communications, Control and Signal Processing, 13-15 Mar 2006, Marrakech, Morocco. Suvisoft. ISBN 2-908849-17-8
Krystul, J. and Blom, H.A.P. and Bagchi, A. (2006) Stochastic Differential Equations on Hybrid State Spaces. In: Stochastic Hybrid Systems. Automation and Control Engineering Series 24. Taylor & Francis CRC Press, pp. 15-46. ISBN 0849390834
Kurula, M. and van der Schaft, A.J. and Zwart, H.J. (2006) Composition of infinite-dimensional Dirac structures. In: Proceedings of the 17th International Symposium on Mathematical Theory of Networks and Systems, 24-28 Jul 2006, Kyoto, Japan. pp. 27-32. Kyoto University. ISBN not assigned
Le Gorrec, Y. and Maschke, B.M.J. and Villegas, J.A. and Zwart, H.J. (2006) Dissipative boundary control systems with application to distributed parameters reactors. In: Proceedings of the 2006 IEEE International Conference on Control Applications, 4-6 Oct 2006, Munich, Germany. pp. 668-673. IEEE Conference Proceedings. IEEE. ISBN 0-7803-9796-7
van Mourik, S. and Zwart, H.J. and Keesman, K.J. (2006) Climate control of a bulk storage room for foodstuffs. In: Proceedings 5th MATHMOD, 8-10 Feb 2006, Vienna, Austria. Argesim. ISBN 3-901608-30-3
Nurdin, H.I. and Bagchi, A. (2006) On the Solutions of the Rational Covariance Extension Problem Corresponding to Pseudopolynomials Having Boundary Zeros. IEEE Transactions on Automatic Control, 51 (2). pp. 350-355. ISSN 0018-9286 *** ISI Impact 2,777 ***
Saha, S. and Mandal, P.K. and Boers, Y. and Driessen, H. (2006) Exact moment matching for efficient importance functions in SMC methods. In: Proceedings of Nonlinear Statistical Signal Processing Workshop (NSSPW): Classical, Unscented and Particle Filtering Methods, 2006 IEEE, 13-15 Sept 2006, Cambridge, UK. 14. IEEE. ISBN 1-4244-0579-3
Spierdijk, L. and Vellekoop, M.H. (2006) Geography, culture, and religion: Explaining the bias in Eurovision song contest voting. Memorandum 1794, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Spierdijk, L. and Vellekoop, M.H. (2006) Politiek, cultuur, taal en religie. Een analyse van het stemgedrag tijdens het Eurovisie Songfestival. STAtOR, 7 (1). pp. 24-31. ISSN 1567-3383
Vellekoop, M.H. and van de Kamp, A.A. and Post, B.A. (2006) Pricing and Hedging Guaranteed Returns on Mix Funds. Insurance: Mathematics and Economics, 38 (3). pp. 585-598. ISSN 0167-6687 *** ISI Impact 1,378 ***
Vellekoop, M.H. and Nieuwenhuis, J.W. (2006) Efficient Pricing of Derivatives on Assets with Discrete Dividends. Applied Mathematical Finance, 13 (3). pp. 265-284. ISSN 1350-486X
Vellekoop, M.H. and Nieuwenhuis, J.W. (2006) Modelling of tradeable securities with dividends. In: Proceedings of the QMF 2006, 13-16 dec 2006, Sydney, Australia. University of Technology, Sydney. ISBN not assigned
Villegas, J.A. and Le Gorrec, Y. and Zwart, H.J. and Maschke, B.M.J. (2006) Boundary control for a class of dissipative differential operators including diffusion systems. In: Proceedings of the 17th International Symposium on Mathematical Theory of Networks and Systems (MTNS), 24-28 July 2006, Kyoto, Japan. pp. 297-304. Kyoto University. ISBN not assigned
Vries, D. and Keesman, K.J. and Zwart, H.J. (2006) Explicit linear regressive model structures for estimation, prediction and experimental design in compartmental diffusive systems. In: Proceedings of the 14th IFAC Symposium on Systems Identification, 29-31 march, 2006, Newcatle, Australia. pp. 404-408. Elsevier. ISSN 1474-6670
Vries, D. and Keesman, K.J. and Zwart, H.J. (2006) Linear regressive model structures for estimation and prediction of compartmental diffusive systems. In: Proceedings 5th MATHMOD, 8-10 Feb 2006, Vienna, Austria. 16-1-16-9. Argesim. ISBN 3-901608-30-3
Wibowo, A. (2006) Continuous-time Identification of Exponential-Affine Term Structure Models. PhD thesis, University of Twente. ISBN 90-365-2442-3
Zwart, H.J. and Le Gorrec, Y. and Maschke, B.M.J. and Villegas, J.A. (2006) Well-posedness and regularity for a class of hyperbolic boundary control systems. (Invited) In: Proceedings of the 17th International Symposium on Mathematical Theory of Networks and Systems, 24-28 Jul 2006, Kyoto, Japan. pp. 1379-1383. Kyoto University. ISBN not assigned

## 2005

Iftime, O.V. and Zwart, H.J. and Curtain, R.F. (2005) A representation of all solutions of the control algebraic Riccati equation for infinite-dimensional systems. International Journal of Control, 78 (7). pp. 505-520. ISSN 0020-7179 *** ISI Impact 1,880 ***
Le Gorrec, Y. and Zwart, H.J. and Maschke, B.M.J. (2005) Dirac structures and boundary control systems associated with skew-symmetric differential operators. SIAM Journal on Control and Optimization, 44 (5). pp. 1864-1892. ISSN 0363-0129 *** ISI Impact 1,491 ***
Villegas, J.A. and Le Gorrec, Y. and Zwart, H.J. (2005) Boundary Control Systems and the System Node. In: Proceedings of the 16th IFAC World Congress, 3-8 July 2005, Prague, Czech Republic. Elsevier. ISBN 978-0-08-045108-4
Villegas, J.A. and Zwart, H.J. and Le Gorrec, Y. and Maschke, B.M.J. (2005) Stability and Stabilization of a Class of Boundary Control Systems. In: Proceedings of the 44th IEEE Conference on Decision and Control and European Control Conference ECC, 12-15 Dec 2005, Seville, Spain. IEEE. ISSN 0191-2216 ISBN 0-7803-9568-9
Villegas, J.A. and Zwart, H.J. and van der Schaft, A.J. (2005) Port Representations of the Telegrapher's Equations. In: 16th IFAC World Congress, 3-8 July 2005, Prague, Czech Republic. Elsevier. ISBN 978-0-08-045108-4
Zilber, A. (2005) A market model for stochastic smile: a conditional density approach. Memorandum 1783, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Zwart, H.J. (2005) Sufficient Conditions for Admissibility. Systems and Control Letters, 54. pp. 973-979. ISSN 0167-6911 *** ISI Impact 1,908 ***

## 2004

Golo, G. and Iftime, O.V. and Zwart, H.J. and van der Schaft, A.J. (2004) Tools for analysis of Dirac structures on Hilbert spaces. Memorandum 1729, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Helminck, G.F. (2004)
Spaces of boundary values related to a multipoint version of the KP-hierarchy.
Memorandum 1744, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Helminck, G.F. (2004) A factorization for -matrices yielding solutions of Toda-type hierarchies. Memorandum 1745, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Jacob, B. and Zwart, H.J. (2004) Counterexamples concerning observation operators for C0-semigroups SIAM Journal on Control and Optimization, 43 (1). pp. 137-153. ISSN 0363-0129 *** ISI Impact 1,491 ***
Jacob, B. and Zwart, H.J. (2004) A functional analytic approach towards nonlinear dissipative well-posed systems. In: Proceedings of the 16th International Symposium on Mathematical Theory of Networks and Systems, 5-9 July 2004, Leuven, Belgium. Katholieke Universiteit Leuven. ISBN 9056825178
Le Gorrec, Y. and Zwart, H.J. and Maschke, B.M.J. (2004) A semigroup approach to Port Hamiltonian systems associated with linear skew symmetric operator. In: Proceedings of the 16th International Symposium on Mathematical Theory of Networks and Systems, 5-9 July 2004, Leuven, Belgium. Katholieke Universiteit Leuven. ISBN 9056825178
Le Gorrec, Y. and Zwart, H.J. and Maschke, B.M.J. (2004) Dirac structures and boundary control systems associated with skew-symmetric differential operators. Memorandum 1730, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Matignon, D. and Zwart, H.J. (2004) Standard diffusive systems are well-posed linear systems. In: Proceedings of the 16th International Symposium on Mathematical Theory of Networks and Systems, 5-9 July 2004, Leuven, Belgium. Katholieke Universiteit Leuven. ISBN 9056825178
Nurdin, H.I. and Bagchi, A. (2004)
On the solutions of the rational covariance extension problem corresponding to pseudopolynomials having boundary zeros.
Memorandum 1716, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Nurdin, H.I. and Bagchi, A. (2004)
An approach to rational approximation of power spectral densities on the unit circle.
Memorandum 1731, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Zwart, H.J. (2004) Transfer functions for infinite-dimensional systems. Systems and Control Letters, 52 (3-4). pp. 247-255. ISSN 0167-6911 *** ISI Impact 1,908 ***
Zwart, H.J. (2004) Transfer functions for infinite-dimensional systems. In: Proceedings of the 16th International Symposium on Mathematical Theory of Networks and Systems, 5-9 July 2004, Leuven, Belgium. Katholieke Universiteit Leuven. ISBN 9056825178

## 2003

van den Broek, W.A. and Engwerda, J.C. and Schumacher, J.M. (2003) An equivalence result in linear-quadratic theory. Automatica, 39 (2). pp. 355-359. ISSN 0005-1098 *** ISI Impact 3,635 ***
van den Broek, W.A. and Engwerda, J.C. and Schumacher, J.M. (2003) Robust equilibria in indefinite linear-quadratic differential games. Journal of Optimization Theory and Applications, 119 (3). pp. 565-595. ISSN 0022-3239 *** ISI Impact 1,160 ***
Helminck, G.F. (2003) -Functions for a two-point version of the -hierarchy. Memorandum 1671, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Nurdin, H.I. and Mazumdar, R.R. and Bagchi, A. (2003) On the estimation and compression of distributed correlated signals with incomplete observations. Memorandum 1698, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Zwart, H.J. (2003) Book review: "Stability and stabilization of infinite-dimensional systems with applications". International journal of robust and nonlinear control, 13 (5). pp. 498-499. ISSN 1049-8923
Zwart, H.J. and Jacob, B. and Staffans, O. (2003) Weak admissibility does not imply admissibility for analytic semigroups. Systems & Control Letters, 48 (3-4). pp. 341-350. ISSN 0167-6911 *** ISI Impact 1,908 ***

## 2002

Helminck, A.G. and Helminck, G.F. (2002)
Spherical distribution vectors.
Memorandum 1644, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Helminck, G.F. (2002)
The algebraic structure of lax equations for infinite matrices.
Memorandum 1646, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Helminck, G.F. (2002)
Integrable hierarchies and the WDVV-equations.
Memorandum 1665, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Helminck, G.F. and Helminck, A.G. (2002)
Multiplicity one for representations corresponding to spherical distribution vectors of class .
Memorandum 1666, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Helminck, G.F. and Helminck, A.G. (2002) Hilbert flag varieties and their Kähler structure. Memorandum 1667, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Helminck, G.F. and van de Leur, J.W. (2002)
Elementary Darboux transformations for the -component -hierarchy.
Memorandum 1645, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Iftime, O.V. and Zwart, H.J. (2002) Nehari problems and equalizing vectors for infinite-dimensional systems. Systems and Control Letters, 45 (3). pp. 217-225. ISSN 0167-6911 *** ISI Impact 1,908 ***
Jacob, B. and Zwart, H.J. (2002) Properties of the realization of inner functions. Mathematics of Control, Signals, and Systems, 15 (4). pp. 356-379. ISSN 0932-4194 *** ISI Impact 0,927 ***
Nurdin, H.I. (2002) Mathematical modelling of bias and uncertainty in accident risk assessment. Master's thesis, University of Twente.
Zwart, H.J. and Guo, B.Z. (2002) Stability and boundedness of continuous- and discrete-time systems. In: Fifteenth International Symposium on Mathematical Theory of Networks and Systems, 12-16 august 2002, Notre Dame, Indiana, USA. 21468_3. University of Notre Dame. ISBN not assigned

## 2001

Guo, B.Z. and Zwart, H.J. (2001)
Riesz spectral systems.
Memorandum 1594, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Guo, B.Z. and Zwart, H.J. and Curtain, R.F. (2001)
On the relation between stability of continuous- and discrete-time evolution via the Cayley transform.
Memorandum 1593, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Iftime, O.V. and Zwart, H.J. (2001)
Nehari problems and equalizing vectors for infinite-dimensional systems.
Memorandum 1582, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690

## 2000

Helminck, G.F. (2000)
The AKNS-hierarchy.
Memorandum 1534, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Helminck, G.F. and van de Leur, J.W. (2000)
A geometric construction of the dual wavefunction of the -component -hierarchy.
Memorandum 1533, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Helminck, G.F. and van de Leur, J.W. (2000)
Darboux transformations for the KP hierarchy in the Segal-Wilson setting.
Memorandum 1535, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Helminck, G.F. and van de Leur, J.W. (2000) Geometric Bäcklund-Darboux transformations for the KP hierarchy. Memorandum 1556, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Iftime, O.V. and Zwart, H.J. (2000)
The standard -suboptimal control problem for LTI infinite dimensional systems.
Memorandum 1532, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Iftime, O.V. and Zwart, H.J. (2000)
J-spectral factorization and equalizing vectors.
Memorandum 1545, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Jacob, B. and Zwart, H.J. (2000)
Disproof of two conjectures of George Weiss.
Memorandum 1546, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Zwart, H.J. (2000)