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 Перейти к публикации
2009 г.
Авторы: 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. Перейти к публикации
2008 г.
Авторы: 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 Перейти к публикации
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 Перейти к публикации
On ergodic filters with wrong initial data, C.R.Acad. Sci. Paris, Ser. I, 344(2007), 727-731.
2005 г.
Авторы: 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 г.
Авторы: 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 г.
Авторы: 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 г.
Авторы: 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 г.
Авторы: 541, Le Breton A.
Statistical analysis of the fractional Ornstein-Uhlenbeck type process. Statistical Inference for Stochastic Processes, 5 (3), 229-248, 2002
2002 г.
Авторы: 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 г.
Авторы: 541, Л. Пятницкий А.
М. Л. Клепцына, А. Л. Пятницкий, “Усреднение случайной нестационарной задачи конвекции-диффузии”, УМН, 57:4(346) (2002), 95–118 Перейти к публикации
2001 г.
Авторы: 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).
2001 г.
Авторы: 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 г.
Авторы: 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 г.
Авторы: 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 г.
Авторы: 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.
