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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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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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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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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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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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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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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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