| Publication | Date of Publication | Type |
|---|
An approximation of populations on a habitat with large carrying capacity
Journal of Mathematical Biology | 2024-03-27 | Paper |
Estimation of the Hurst parameter from continuous noisy data
Electronic Journal of Statistics | 2024-01-05 | Paper |
Linear filtering with fractional noises: large time and small noise asymptotics
SIAM Journal on Control and Optimization | 2022-06-01 | Paper |
Sharp asymptotics in a fractional Sturm-Liouville problem
Fractional Calculus \ Applied Analysis | 2021-08-17 | Paper |
On the establishment of a mutant
Journal of Mathematical Biology | 2020-05-23 | Paper |
On the eigenproblem for Gaussian bridges
Bernoulli | 2020-04-27 | Paper |
Persistence of small noise and random initial conditions
Advances in Applied Probability | 2020-02-05 | Paper |
Populations with interaction and environmental dependence: from few, (almost) independent, members into deterministic evolution of high densities
Stochastic Models | 2019-07-03 | Paper |
What can be observed in real time PCR and when does it show?
Journal of Mathematical Biology | 2018-02-12 | Paper |
On the Stability of Positive Linear Switched Systems Under Arbitrary Switching Laws
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
On the emergence of random initial conditions in fluid limits
Journal of Applied Probability | 2017-01-17 | Paper |
Mixed Gaussian processes: a filtering approach
The Annals of Probability | 2016-09-30 | Paper |
Exact asymptotics in eigenproblems for fractional Brownian covariance operators
| 2016-01-21 | Paper |
Book Reviews
SIAM Review | 2014-04-24 | Paper |
Estimation in threshold autoregressive models with correlated innovations
Annals of the Institute of Statistical Mathematics | 2013-11-11 | Paper |
Compound Poisson approximation for triangular arrays with application to threshold estimation
Electronic Communications in Probability | 2012-10-23 | Paper |
On the Viterbi process with continuous state space
Bernoulli | 2012-09-19 | Paper |
The Euler-Maruyama approximation for the absorption time of the CEV diffusion
Discrete and Continuous Dynamical Systems. Series B | 2012-07-04 | Paper |
Intrinsic methods in filter stability
| 2011-07-13 | Paper |
Maximum likelihood estimator for hidden Markov models in continuous time
Statistical Inference for Stochastic Processes | 2011-02-15 | Paper |
A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains
The Annals of Applied Probability | 2010-12-27 | Paper |
Moderate deviations for a diffusion-type process in a random environment
Theory of Probability & Its Applications | 2010-08-16 | Paper |
Distribution of the Brownian motion on its way to hitting zero
Electronic Communications in Probability | 2009-11-20 | Paper |
On Filtering of Markov Chains in Strong Noise
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
The Freidlin-Wentzell LDP with rapidly growing coefficients
| 2007-10-31 | Paper |
Model robustness of finite state nonlinear filtering over the infinite time horizon
The Annals of Applied Probability | 2007-10-22 | Paper |
An ergodic theorem for filtering with applications to stability
Systems & Control Letters | 2007-04-11 | Paper |
On a role of predictor in the filtering stability
Electronic Communications in Probability | 2006-11-03 | Paper |
Stability of the nonlinear filter for slowly switching Markov chains
Stochastic Processes and their Applications | 2006-10-05 | Paper |
Stability of nonlinear filters in nonmixing case
The Annals of Applied Probability | 2005-03-21 | Paper |
Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals
SIAM Journal on Control and Optimization | 2005-02-28 | Paper |
On exponential stability of Wonham filter
| 2002-04-22 | Paper |
A simple asymptotically optimal filter over an infinite horizon
Journal of Applied Mathematics and Stochastic Analysis | 2001-11-07 | Paper |
