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:    Page: 1
2010 year
Authors: Kleptsyna M., Veretennikov A.

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
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2009 year
Authors: Kleptsyna M., Le Breton A., Viot M.

On the linear-exponential filtering problem for general Gaussian processes, submitted, SIAM Journal on Control and Optimization.

2008 year
Authors: Kleptsyna M., Veretennikov A.

On discrete time filtres with wrong initial data, Probability Theory and Related Fields (2008) 141:411444.
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2008 year
Authors: Kleptsyna M., 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. 94126
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2008 year
Authors: Veretennikov A., Kleptsyna M.

A. Yu. Veretennikov, M. L. Kleptsyna, On Continuous Time Ergodic Filters with Wrong Initial Data, Teor. Veroyatnost. i Primenen., 53:2 (2008), 240276
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2007 year
Authors: Kleptsyna M., Veretennikov A.

On ergodic filters with wrong initial data, C.R.Acad. Sci. Paris, Ser. I, 344(2007), 727-731.

2005 year
Authors: Kleptsyna M., 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: Kleptsyna M., 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: Kleptsyna M., 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: Kleptsyna M., 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: Kleptsyna M., 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., Kleptsyna M.

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: Kleptsyna M., Pyatnitski A.

M. L. Kleptsyna, A. L. Piatnitski, Homogenization of a random non-stationary convection-diffusion problem, UMN, 57:4(346) (2002), 95118
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2001 year
Authors: Campillo F., Kleptsyna M., 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: Kleptsyna M., 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: Kleptsyna M., 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: Kleptsyna M., 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., Kleptsyna M., 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.

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