On discrete time ergodic filters with wrong initial data, 2, Stochastics: An International J. of Probability and Stochastic Processes, Electronic online version: 82 (01 Sept 2009), pages unknown.
Printed version: Volume 82, Issue 1 February 2010 , pages 25 - 40; DOI: 10.1080/17442500902723559 Go to publication
2009 year
Authors: 541, Le Breton A., Viot M.
On the linear-exponential filtering problem for general Gaussian processes, submitted, SIAM Journal on Control and Optimization.
On discrete time filtres with wrong initial data, Probability Theory and Related Fields (2008) 141:411–444. Go to publication
2008 year
Authors: 541, Le Breton A., Viot M.
Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation, ESAIM Probability and Statistics, 12 (2008), p. 94–126 Go to publication
A. Yu. Veretennikov, M. L. Kleptsyna, “On Continuous Time Ergodic Filters with Wrong Initial Data”, Teor. Veroyatnost. i Primenen., 53:2 (2008), 240–276 Go to publication
On ergodic filters with wrong initial data, C.R.Acad. Sci. Paris, Ser. I, 344(2007), 727-731.
2005 year
Authors: 541, Le Breton A., Viot M.
On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation, ESAIM Probability and Statistics, 9, 185-205, 2005
2004 year
Authors: 541, Le Breton A., Viot M.
Asymptotically optimal filtering in linear systems with fractional Brownian noises, Statistics and Operations Research Transactions, 28 (2), 177-190, 2004
2003 year
Authors: 541, Le Breton A., Viot M.
About the linear-quadratic regulator problem under a fractional Brownian perturbation and complete observation, ESAIM Probability and Statistics, 7, 161-170, 2003.
2002 year
Authors: 541, Le Breton A.
M.L. Kleptsyna, A. Le Breton. Extension of the Kalman-Bucy filter to elementary linear systems with fractional Brownian noises. Statistical Inference for Stochastic Processes, 5 (3), 249-271, 2002.
2002 year
Authors: 541, Le Breton A.
Statistical analysis of the fractional Ornstein-Uhlenbeck type process. Statistical Inference for Stochastic Processes, 5 (3), 229-248, 2002
2002 year
Authors: Le Breton A., 541
M.L. Kleptsyna, A. Le Breton. A Cameron-Martin type formula for general Gaussian processes - A filtering approach, Stochastics and Stochastics Reports, 72 (3-4), 229-250, 2002
2002 year
Authors: 541, Pyatnitski A.
M. L. Kleptsyna, A. L. Piatnitski, “Homogenization of a random non-stationary convection-diffusion problem”, UMN, 57:4(346) (2002), 95–118 Go to publication
2001 year
Authors: Campillo F., 541, Piatnitski A.
Campillo F., Kleptsyna M., Piatnitski A. Homogenization of random parabolic operators with large potential. Stochastic Processes and their Applications 93, No.1, 57-85, (2001).
2001 year
Authors: 541, Le Breton A.
Kleptsyna M.L., Le Breton A. Some explicit statistical results about elementary fractional type models, Nonlinear Analysis: Theory, Methods and Applications, 47 (7), 4783-4794, 2001
2001 year
Authors: 541, Le Breton A.
Kleptsyna M.L., Le Breton A. Optimal linear filtering of general multidimensional Gaussian processes - Application to Laplace transforms of quadratic functionals. Journal of Applied Mathematics & Stochastic Analysis , 14 (3), 215-226, 2001.
2000 year
Authors: 541, Le Breton A., Roubaud M.-C.
M.L. Kleptsyna, A. Le Breton, M.-C. Roubaud, Parameter estimation and optimal filtering for fractional type stochastic systems, Statistical Inference for Stochastic Processes, 3, 2000, 173-182.
2000 year
Authors: Le Breton A., 541, Roubaud M.-C.
M.L. Kleptsyna, A. Le Breton, M.-C. Roubaud, General approach to filtering with fractional Brownian noises - Application to linear systems, Stochastics and Stochastics Reports, 71, 119-140, 2000.
