Marina Kleptsyna

Sharp asymptotics in a fractional Sturm-Liouville problem

Pavel Chigansky, Marina Kleptsyna, P. Chigansky, 2019, Fractional Calculus and Applied Analysis.

On continuous time ergodic filters with wrong initial data (2nd revised version)

Alexander Veretennikov, Marina Kleptsyna, 2006 .

Asymptotic properties of MLE for partially observed fractional diffusion system

Alexandre Brouste, Marina Kleptsyna, A. Brouste, 2010 .

Homogenization of random parabolic operator with large potential

Fabien Campillo, Andrey L. Piatnitski, Andrey Piatnitski, 2001 .

On robustness of discrete time optimal filters

Alexander Veretennikov, Marina Kleptsyna, A. Veretennikov, 2014, 1501.00190.

About the linear-quadratic regulator problem under a fractional brownian perturbation

M. Viot, Alain Le Breton, Marina Kleptsyna, 2003 .

Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation

M. Viot, Alain Le Breton, Marina Kleptsyna, 2008 .