Sergey V. Lototsky

发表

Wick product in the stochastic Burgers equation: A curse or a cure?

Sivaditya Kaligotla, Sergey V. Lototsky, S. Lototsky, 2010, Asymptot. Anal..

Parameter estimation in hyperbolic multichannel models

Wei Liu, Sergey V. Lototsky, 2010, Asymptot. Anal..

Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions

Sergey V. Lototsky, M. Moers, 2015, Asymptot. Anal..

Further Developments and Special Topics

Sergey V. Lototsky, Edward K Blum, 2006 .

Recursive Nonlinear Filter for a Continuous-Discrete Time Model: Separation of Parameters and Observations

Boris Rozovskii, Sergey V. Lototsky, 1998 .

A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space

Nicolai V. Krylov, Sergey V. Lototsky, S. Lototsky, 1999, SIAM J. Math. Anal..

Stochastic Partial Differential Equations Driven by Purely Spatial Noise

Boris Rozovskii, Sergey V. Lototsky, B. Rozovskii, 2009, SIAM J. Math. Anal..

Filtering, Interpolation and Extrapolation of Diffusion Processes

Sergey V. Lototsky, Boris L. Rozovsky, 2018 .

Stochastic Analysis in Infinite Dimensions

Sergey V. Lototsky, Boris L. Rozovsky, S. Lototsky, 2017 .

Corrections to Aggregate Cyber-Risk Management in the IoT Age: Cautionary Statistics for (Re)Insurers and Likes

Swades De, Sasu Tarkoma, Jon Crowcroft, 2021, IEEE Internet Things J..

Stochastic Evolution Systems: Linear Theory and Applications to Non-Linear Filtering

Sergey V. Lototsky, Boris L. Rozovsky, S. Lototsky, 2018 .

Parameter estimation in diagonalizable bilinear stochastic parabolic equations

Igor Cialenco, Sergey V. Lototsky, 2007 .

Dirichlet problem for stochasticparabolic equations in smoothdomains

Sergey V. Lototsky, S. Lototsky, 1999 .

Wiener Chaos and Nonlinear Filtering

Sergey V. Lototsky, S. Lototsky, 2006 .

Statistical inference for stochastic parabolic equations : a spectral approach

Sergey V. Lototsky, S. Lototsky, 2009 .

Mathematics of Physics and Engineering

Sergey V. Lototsky, Edward K Blum, 2006 .

Elliptic equations of higher stochastic order

Sergey V. Lototsky, Xiaoliang Wan, Boris Rozovskii, 2010 .

Fast nonlinear filter for continuous-discrete time multiple models

Sergey V. Lototsky, Boris Rozovskii, B. Rozovskii, 1996, Proceedings of 35th IEEE Conference on Decision and Control.

Spectral asymptotics of some functionals arising in statistical inference for SPDEs

Sergey V. Lototsky, S. Lototsky, Boris L. Rosovskii, 1999 .

Sobolev spaces with weights in domains and boundary value problems for degenerate elliptic equations

Sergey V. Lototsky, S. Lototsky, 2000 .

Nonlinear Filtering of Diffusion Processes in Correlated Noise: Analysis by Separation of Variables

Sergey V. Lototsky, 2002 .

Parameter Estimation for Stochastic Evolution Equations with Non-commuting Operators

Sergey V. Lototsky, Boris L. Rosovskii, 1997 .

Parameter Estimation for Stochastic Parabolic Equations: Asymptotic Properties of a Two-Dimensional Projection-Based Estimator

Sergey V. Lototsky, S. Lototsky, 2003 .