| Publication | Date of Publication | Type |
|---|
| Estimation of the Hurst parameter from continuous noisy data | 2024-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5039936 | 2022-10-10 | Paper |
| Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics | 2022-06-01 | Paper |
| Asymptotic accuracy in estimation of a fractional signal in a small white noise | 2022-05-19 | Paper |
| Sharp asymptotics in a fractional Sturm-Liouville problem | 2021-08-17 | Paper |
| Asymptotic accuracy in estimation of a fractional signal in a small white noise | 2021-01-14 | Paper |
| Asymptotic decomposition of solutions to random parabolic operators with oscillating coefficients | 2020-10-01 | Paper |
| On the eigenproblem for Gaussian bridges | 2020-04-27 | Paper |
| On the fundamental solution of heat and stochastic heat equations | 2019-06-18 | Paper |
| Exact spectral asymptotics of fractional processes | 2018-02-25 | Paper |
| On robustness of discrete time optimal filters | 2017-05-24 | Paper |
| On maximum likelihood estimation of the drift matrix of a degenerated O-U process | 2017-04-21 | Paper |
| Higher order homogenization for random non-autonomous parabolic operators | 2016-12-22 | Paper |
| Gärtner-Ellis condition for squared asymptotically stationary Gaussian processes | 2016-11-15 | Paper |
| Mixed Gaussian processes: a filtering approach | 2016-09-30 | Paper |
| Exact asymptotics in eigenproblems for fractional Brownian covariance operators | 2016-01-21 | Paper |
| Homogenization of random parabolic operators. Diffusion approximation | 2015-03-24 | Paper |
| Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise | 2015-03-13 | Paper |
| On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes | 2014-10-24 | Paper |
| Filtering problems with exponential criteria for general Gaussian signals | 2014-09-19 | Paper |
| Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process | 2014-06-05 | Paper |
| Kalman type filter under stationary noises | 2013-01-21 | Paper |
| Design for estimation of the drift parameter in fractional diffusion systems | 2012-07-31 | Paper |
| Fractional Diffusion with Partial Observations | 2012-06-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3015746 | 2011-07-13 | Paper |
| Asymptotic properties of MLE for partially observed fractional diffusion system | 2011-02-15 | Paper |
| Risk sensitive and LEG filtering problems are not equivalent | 2010-10-18 | Paper |
| On discrete time ergodic filters with wrong initial data, 2 | 2010-08-19 | Paper |
| On Continuous Time Ergodic Filters with Wrong Initial Data | 2010-04-26 | Paper |
| Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation | 2010-03-15 | Paper |
| On the Linear-Exponential Filtering Problem for General Gaussian Processes | 2009-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3645228 | 2009-11-16 | Paper |
| On discrete time ergodic filters with wrong initial data | 2008-06-17 | Paper |
| On ergodic filters with wrong initial data | 2007-06-29 | Paper |
| On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation | 2006-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3159196 | 2005-02-15 | Paper |
| Homogenization of random parabolic operator with large potential. | 2004-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4820952 | 2004-10-01 | Paper |
| Some explicit statistical results about elementary fractional type models. | 2004-08-26 | Paper |
| New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences | 2003-06-23 | Paper |
| About the linear-quadratic regulator problem under a fractional Brownian perturbation | 2003-06-23 | Paper |
| Statistical analysis of the fractional Ornstein--Uhlenbeck type process | 2003-03-10 | Paper |
| Extension of the Kalman-Bucy filter to elementary linear systems with fractional Brownian noises | 2003-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4781651 | 2003-01-21 | Paper |
| A Cameron-Martin type formula for general Gaussian processes--a filtering approach | 2002-11-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2769664 | 2002-11-02 | Paper |
| Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals | 2002-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2769687 | 2002-04-28 | Paper |
| Parameter estimation and optimal filtering for fractional type stochastic systems | 2001-08-17 | Paper |
| General approach to filtering with fractional brownian noises — application to linear systems | 2001-07-02 | Paper |
| Large-deviation principle for conditional distributions of diffusion processes | 2001-04-09 | Paper |
| Linear filtering with fractional Brownian motion in the signal and observation processes | 2000-01-31 | Paper |
| Existence and uniqueness theorems for fBm stochastic differential equations | 1999-11-14 | Paper |
| Nonlinear filtering with fractional Brownian motion | 1999-09-15 | Paper |
| Linear filtering with fractional brownian motion | 1999-01-21 | Paper |
| Nonlinear filtering problem with contamination | 1998-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4380802 | 1998-08-03 | Paper |
| On the averaging principle for nonlinear filtering problems with random contamination | 1998-07-16 | Paper |
| Asymptotic behavior of the conditional distributions of diffusion processes with rapidly oscillating contamination | 1998-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4350374 | 1997-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3197084 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3683293 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3685783 | 1985-01-01 | Paper |
| On Strong Solutions of Stochastic Equations with Degenerate Coefficients | 1985-01-01 | Paper |
| On Strong Solutions of Stochastic Itô-Volterra Equations | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3330244 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3344926 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3676912 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3678528 | 1984-01-01 | Paper |
