2010 |
541, 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 http://www.tandfonline.com/doi/abs/10.1080/17442500902723559#preview
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2009 |
541, Le Breton A., Viot M., On the linear-exponential filtering problem for general Gaussian processes, submitted, SIAM Journal on Control and Optimization.
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2008 |
541, Veretennikov A., On discrete time filtres with wrong initial data, Probability Theory and Related Fields (2008) 141:411–444. http://www.springerlink.com/content/f3529k62w5h3811r/
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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 http://iitp.ru/DOI: 10.1051/ps:2007046
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Веретенников А.Ю., 541, Об эргодических фильтрах в непрерывном времени с ошибкой в начальных данных. Теория вероятностей и ее применения, т.53, вып.2 (2008), 240–276. Engl. transl.: Kleptsyna M., Veretennikov A. On Continuous Time Ergodic Filters with Wrong Initial Data, Theory Probab. Appl. 53(2), 2009, 269-300 http://www.mathnet.ru/php/journal.phtml?wshow=paper&jrnid=tvp&paperid=2408&year=2008&volume=53&issue
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2007 |
541, Veretennikov A., On ergodic filters with wrong initial data, C.R.Acad. Sci. Paris, Ser. I, 344(2007), 727-731.
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2005 |
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
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2004 |
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
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2003 |
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.
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2002 |
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.
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541, Le Breton A., Statistical analysis of the fractional Ornstein-Uhlenbeck type process. Statistical Inference for Stochastic Processes, 5 (3), 229-248, 2002
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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
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541, Л. Пятницкий А., М. Л. Клепцына, А. Л. Пятницкий, “Усреднение случайной нестационарной задачи конвекции-диффузии”, УМН, 57:4(346) (2002), 95–118 http://www.mathnet.ru/php/journal.phtml?wshow=paper&jrnid=rm&paperid=535&year=2002&volume=57&issue=4
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2001 |
Campillo F., 541, Л. Пятницкий А., 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).
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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
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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.
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2000 |
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.
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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.
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