| Publication | Date of Publication | Type |
|---|
How smooth is the drift of the mixed fractional Brownian motion?
Electronic Communications in Probability | 2026-04-14 | Paper |
Higher order homogenization for random non-autonomous parabolic operators
Stochastic and Partial Differential Equations. Analysis and Computations | 2024-11-26 | Paper |
Estimation of the Hurst parameter from continuous noisy data
Electronic Journal of Statistics | 2024-01-05 | Paper |
Estimation of the Hurst parameter from continuous noisy data
Electronic Journal of Statistics | 2024-01-05 | Paper |
| Symptotic decomposition of solutions to parabolic equations with a random microstructure | 2022-10-10 | Paper |
Linear filtering with fractional noises: large time and small noise asymptotics
SIAM Journal on Control and Optimization | 2022-06-01 | Paper |
Asymptotic accuracy in estimation of a fractional signal in a small white noise
(available as arXiv preprint) | 2022-05-19 | Paper |
Sharp asymptotics in a fractional Sturm-Liouville problem
Fractional Calculus \ Applied Analysis | 2021-08-17 | Paper |
Asymptotic accuracy in estimation of a fractional signal in a small white noise
Automation and Remote Control | 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
Bernoulli | 2020-04-27 | Paper |
On the eigenproblem for Gaussian bridges
Bernoulli | 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
Mathematical Methods of Statistics | 2017-05-24 | Paper |
On maximum likelihood estimation of the drift matrix of a degenerated O-U process
Statistical Inference for Stochastic Processes | 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
Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
Mixed Gaussian processes: a filtering approach
The Annals of Probability | 2016-09-30 | 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 |
Homogenization of random parabolic operators. Diffusion approximation
Stochastic Processes and their Applications | 2015-03-24 | Paper |
Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise
Mathematical Methods of Statistics | 2015-03-13 | Paper |
On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes
Statistical Inference for Stochastic Processes | 2014-10-24 | Paper |
| Filtering problems with exponential criteria for general Gaussian signals | 2014-09-19 | Paper |
Filtering problems with exponential criteria for general Gaussian signals
(available as arXiv preprint) | 2014-09-19 | Paper |
Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process
Statistics & Probability Letters | 2014-06-05 | Paper |
Kalman type filter under stationary noises
Systems & Control Letters | 2013-01-21 | Paper |
Design for estimation of the drift parameter in fractional diffusion systems
Statistical Inference for Stochastic Processes | 2012-07-31 | Paper |
Fractional diffusion with partial observations
Communications in Statistics. Theory and Methods | 2012-06-08 | Paper |
| On filtering with unspecified initial data for nonuniformly ergodic signals | 2011-07-13 | Paper |
Asymptotic properties of MLE for partially observed fractional diffusion system
Statistical Inference for Stochastic Processes | 2011-02-15 | Paper |
Risk sensitive and LEG filtering problems are not equivalent
Systems & Control Letters | 2010-10-18 | Paper |
On discrete time ergodic filters with wrong initial data, 2
Stochastics | 2010-08-19 | Paper |
On continuous time ergodic filters with wrong initial data
Theory of Probability & Its Applications | 2010-04-26 | Paper |
Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation
ESAIM: Probability and Statistics | 2010-03-15 | Paper |
On the Linear-Exponential Filtering Problem for General Gaussian Processes
SIAM Journal on Control and Optimization | 2009-11-27 | Paper |
| Asymptotically optimal filtering in linear systems with fractional Brownian noises | 2009-11-16 | Paper |
| Asymptotically optimal filtering in linear systems with fractional Brownian noises | 2009-11-16 | Paper |
On discrete time ergodic filters with wrong initial data
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-06-17 | Paper |
On ergodic filters with wrong initial data
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2007-06-29 | Paper |
On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation
ESAIM: Probability and Statistics | 2006-03-09 | Paper |
On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation
ESAIM: Probability and Statistics | 2006-03-09 | Paper |
| scientific article; zbMATH DE number 2134056 (Why is no real title available?) | 2005-02-15 | Paper |
Homogenization of random parabolic operator with large potential.
Stochastic Processes and their Applications | 2004-11-26 | Paper |
| scientific article; zbMATH DE number 2105664 (Why is no real title available?) | 2004-10-01 | Paper |
Some explicit statistical results about elementary fractional type models.
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2004-08-26 | Paper |
New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences
Journal of Applied Mathematics and Stochastic Analysis | 2003-06-23 | Paper |
About the linear-quadratic regulator problem under a fractional Brownian perturbation
ESAIM: Probability and Statistics | 2003-06-23 | Paper |
About the linear-quadratic regulator problem under a fractional Brownian perturbation
ESAIM: Probability and Statistics | 2003-06-23 | Paper |
Statistical analysis of the fractional Ornstein--Uhlenbeck type process
Statistical Inference for Stochastic Processes | 2003-03-10 | Paper |
Extension of the Kalman-Bucy filter to elementary linear systems with fractional Brownian noises
Statistical Inference for Stochastic Processes | 2003-03-10 | Paper |
| scientific article; zbMATH DE number 1827877 (Why is no real title available?) | 2003-01-21 | Paper |
A Cameron-Martin type formula for general Gaussian processes--a filtering approach
Stochastics and Stochastic Reports | 2002-11-03 | Paper |
| Homogenization of random parabolic operator with large potential | 2002-11-02 | Paper |
Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals
Journal of Applied Mathematics and Stochastic Analysis | 2002-06-30 | Paper |
| An elementary approach to filtering in systems with fractional Brownian observation noise | 2002-04-28 | Paper |
Parameter estimation and optimal filtering for fractional type stochastic systems
Statistical Inference for Stochastic Processes | 2001-08-17 | Paper |
General approach to filtering with fractional brownian noises — application to linear systems
Stochastics and Stochastics Reports | 2001-07-02 | Paper |
Large-deviation principle for conditional distributions of diffusion processes
Problems of Information Transmission | 2001-04-09 | Paper |
Linear filtering with fractional Brownian motion in the signal and observation processes
Journal of Applied Mathematics and Stochastic Analysis | 2000-01-31 | Paper |
Existence and uniqueness theorems for fBm stochastic differential equations
Problems of Information Transmission | 1999-11-14 | Paper |
Nonlinear filtering with fractional Brownian motion
Problems of Information Transmission | 1999-09-15 | Paper |
Linear filtering with fractional brownian motion
Stochastic Analysis and Applications | 1999-01-21 | Paper |
Nonlinear filtering problem with contamination
The Annals of Applied Probability | 1998-09-20 | Paper |
| scientific article; zbMATH DE number 1129860 (Why is no real title available?) | 1998-08-03 | Paper |
On the averaging principle for nonlinear filtering problems with random contamination
Problems of Information Transmission | 1998-07-16 | Paper |
Asymptotic behavior of the conditional distributions of diffusion processes with rapidly oscillating contamination
Problems of Information Transmission | 1998-07-15 | Paper |
| scientific article; zbMATH DE number 1055631 (Why is no real title available?) | 1997-09-29 | Paper |
| scientific article; zbMATH DE number 4172084 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 3905579 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3909466 (Why is no real title available?) | 1985-01-01 | Paper |
On Strong Solutions of Stochastic Itô-Volterra Equations
Theory of Probability & Its Applications | 1985-01-01 | Paper |
On Strong Solutions of Stochastic Equations with Degenerate Coefficients
Theory of Probability & Its Applications | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3862165 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3897948 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3878100 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3900003 (Why is no real title available?) | 1984-01-01 | Paper |
