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Some parameter estimation problems for hypoelliptic homogeneous Gaussian diffusions

A. Le-Breton;  M. Musiela — 1985

Banach Center Publications

Identification de paramètres pour un système excité par des bruits gaussien et poissonien

F. Brodeau;  A. Le Breton — 1979

Annales de l'I.H.P. Probabilités et statistiques

Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals.

Kleptsyna, M.L.;  le Breton, A. — 2001

Journal of Applied Mathematics and Stochastic Analysis

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Languages

  • 2 en
  • 1 fr

Document types

  • 3 Article

Journals

  • 1 Annales de l'I.H.P. Probabilités et statistiques
  • 1 Banach Center Publications
  • 1 Journal of Applied Mathematics and Stochastic Analysis

Years

  • 1 2001
  • 1 1985
  • 1 1979

Authors

  • 1 Brodeau, F
  • 1 Kleptsyna, ML
  • 1 Le Breton, A
  • 1 Le-Breton, A
  • 1 Musiela, M
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