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On the linear-exponential filtering problem for general Gaussian processes
Marina L. Kleptsyna
,
Alain Le Breton
,
Michel Viot
Conference papers
hal-00853917v1
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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
Reports
inria-00072231v1
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Risk Sensitive and LEG filtering problems are not equivalent
Marina L. Kleptsyna
,
Alain Le Breton
,
Michel Viot
Journal articles
istex
hal-00853130v1
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On the linear-exponential filtering problem for general Gaussian processes
Marina L. Kleptsyna
,
Alain Le Breton
,
Michel Viot
Journal articles
hal-00853124v1
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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
Journal articles
hal-00853128v1
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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
Journal articles
hal-00851599v1
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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
Reports
inria-00072230v1
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