Kleptsyna Marina L'vovna

Publications in Math-Net.Ru

1. Asymptotic accuracy in estimation of a fractional signal in a small white noise
   
   Avtomat. i Telemekh., 2020, no. 3,  44–66
2. Statistical analysis of the mixed fractional Ornstein–Uhlenbeck process
   
   Teor. Veroyatnost. i Primenen., 63:3 (2018),  500–519
3. On Continuous Time Ergodic Filters with Wrong Initial Data
   
   Teor. Veroyatnost. i Primenen., 53:2 (2008),  240–276
4. Homogenization of a random non-stationary convection-diffusion problem
   
   Uspekhi Mat. Nauk, 57:4(346) (2002),  95–118
5. Large-Deviation Principle for Conditional Distributions of Diffusion Processes
   
   Probl. Peredachi Inf., 35:2 (1999),  83–89
6. Existence and Uniqueness Theorems for fBm Stochastic Differential Equations
   
   Probl. Peredachi Inf., 34:4 (1998),  51–61
7. Nonlinear Filtering with Fractional Brownian Motion
   
   Probl. Peredachi Inf., 34:2 (1998),  65–76
8. Asymptotic Behavior of the Conditional Distributions of Diffusion Processes with Rapidly Oscillating Contamination
   
   Probl. Peredachi Inf., 33:2 (1997),  54–65
9. On the Averaging Principle for Nonlinear Filtering Problems with Random Contamination
   
   Probl. Peredachi Inf., 32:2 (1996),  45–53
10. The averaging principle and diffusion approximation for Volterra equations
    
    Teor. Veroyatnost. i Primenen., 41:2 (1996),  429–438
11. Theorems of comparison existence and uniqueness for stochastic differential equations
    
    Teor. Veroyatnost. i Primenen., 30:1 (1985),  147–152
12. On strong solutions of stochastic equations with degenerate coefficients
    
    Teor. Veroyatnost. i Primenen., 29:2 (1984),  392–396
13. On the strong solutions of Itô–Volterra stochastic equations
    
    Teor. Veroyatnost. i Primenen., 29:1 (1984),  154–158