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ASYMPTOTIC DECOMPOSITION OF SOLUTIONS TO RANDOM PARABOLIC OPERATORS WITH OSCILLATING COEFFICIENTS
Marina Kleptsyna
,
Andrey Piatnitski
,
Alexandre Popier
2020
Pré-publication, Document de travail
hal-02954085v1
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Asymptotic properties of MLE for partially observed fractional diffusion system
Alexandre Brouste
,
Marina Kleptsyna
Article dans une revue
istex
hal-01634593v1
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Design for estimation of the drift parameter in fractional diffusion systems
Alexandre Brouste
,
Marina Kleptsyna
,
Alexandre Popier
Article dans une revue
istex
hal-01634601v1
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Higher order homogenization for random non-autonomous parabolic operators
Marina Kleptsyna
,
Andrey Piatnitski
,
Alexandre Popier
2022
Pré-publication, Document de travail
hal-01419923v3
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Mixed Gaussian processes: A filtering approach
Marina Kleptsyna
,
Chunhao Cai
,
Pavel Chigansky
Article dans une revue
hal-01673456v1
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Averaging of Non-Self Adjoint Parabolic Equations with Random Evolution (Dynamics)
Marina Kleptsyna
,
Andrey Piatnitski
[Research Report] RR-3951, INRIA. 2000, pp.32
Rapport
inria-00072698v1
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Homogenization of random parabolic operator with large potential
Fabien Campillo
,
Marina Kleptsyna
,
Andrey Piatnitski
Article dans une revue
hal-00652120v1
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An Elementary Approach to Filtering in Systems with Fractional Brownian Observation Noise
M.L. Kleptsyna
,
A. Le Breton
,
M. C. Roubaud
RR-3439, INRIA. 1998
Rapport
inria-00073251v1
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Fractional Diffusion with Partial Observations
Alexandre Brouste
,
Marina Kleptsyna
,
Alexandre Popier
Article dans une revue
hal-01634596v1
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On the eigenproblem for Gaussian bridges
Pavel Chigansky
,
Marina Kleptsyna
,
Dmytro Marushkevych
Article dans une revue
hal-03658946v1
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Exact spectral asymptotics of fractional processes
Marina Kleptsyna
,
P. Chigansky
,
D. Marushkevych
2018
Pré-publication, Document de travail
hal-01740661v1
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On the linear-exponential filtering problem for general Gaussian processes
Marina L. Kleptsyna
,
Alain Le Breton
,
Michel Viot
Communication dans un congrès
hal-00853917v1
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Kalman type filter under stationary noises
Alexandre Brouste
,
Marina Kleptsyna
Article dans une revue
hal-01634605v1
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On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes
Marina Kleptsyna
,
Yu. A. Kutoyants
Article dans une revue
hal-01673453v1
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Filtering with exponential criteria via linear observation channels
Marina L. Kleptsyna
,
Alain Le Breton
,
Michel Viot
Global and Stochastic Analysis, 2011, 1 (1), pp.57-77
Article dans une revue
hal-00851599v1
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Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process
Marina Kleptsyna
,
Alain Le Breton
,
Bernard Ycart
Article dans une revue
hal-00921152v2
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Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise
Alexandre Brouste
,
C. Cai
,
M. Kleptsyna
Article dans une revue
hal-01634621v1
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Homogenization of random parabolic operators. Diffusion approximation.
Marina Kleptsyna
,
Andrey Piatnitski
,
Alexandre Popier
2013
Pré-publication, Document de travail
hal-00842809v3
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On the eigenproblem for Gaussian bridges
Marina Kleptsyna
,
P. Chigansky
,
D. Marushkevych
2018
Pré-publication, Document de travail
hal-01740665v1
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Gärtner-Ellis condition for squared asymptotically stationary Gaussian processes
Marina Kleptsyna
,
Alain Le Breton
,
Bernard Ycart
Article dans une revue
hal-01116720v1
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Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation
Marina L. Kleptsyna
,
Alain Le Breton
,
Michel Viot
Article dans une revue
hal-00853128v1
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Design for estimation of drift parameter in fractional diffusion system
Alexandre Brouste
,
Marina Kleptsyna
,
Alexandre Popier
2010
Pré-publication, Document de travail
hal-00486428v1
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New formulas around Laplace transforms of quadratic forms for general Gaussian sequences
Marina Kleptsyna
,
Alain Le Breton
,
Michel Viot
[Research Report] RR-4357, INRIA. 2002
Rapport
inria-00072231v1
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On the linear-exponential filtering problem for general Gaussian processes
Marina L. Kleptsyna
,
Alain Le Breton
,
Michel Viot
Article dans une revue
hal-00853124v1
|
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Sharp asymptotics in a fractional Sturm-Liouville problem
Pavel Chigansky
,
Dmytro Marushkevych
,
Marina Kleptsyna
Article dans une revue
hal-03658943v1
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Statistical analysis of the mixed fractional Ornstein--Uhlenbeck process
Marina Kleptsyna
,
Pavel Chigansky
2018
Pré-publication, Document de travail
hal-01740657v1
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Risk Sensitive and LEG filtering problems are not equivalent
Marina L. Kleptsyna
,
Alain Le Breton
,
Michel Viot
Article dans une revue
istex
hal-00853130v1
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Homogenization of Random Parabolic Operator with Large Potential
Fabien Campillo
,
Marina Kleptsyna
,
Andrey Piatnitski
RR-3520, INRIA. 1998
Rapport
inria-00073164v1
|
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About the linear-quadratic regulator problem under a fractional Brownian perturbation and complete observation
Marina Kleptsyna
,
Alain Le Breton
,
Michel Viot
[Research Report] RR-4358, INRIA. 2002
Rapport
inria-00072230v1
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Exact asymptotics in eigenproblems for fractional Brownian covariance operators
Marina Kleptsyna
,
Pavel Chigansky
Article dans une revue
hal-01673459v1
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