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Publications in Math-Net.Ru |
Citations |
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2020 |
| 1. |
M. L. Kleptsyna, D. A. Marushkevych, P. Yu. Chigansky, “Asymptotic accuracy in estimation of a fractional signal in a small white noise”, Avtomat. i Telemekh., 2020, no. 3, 44–66   ; Autom. Remote Control, 81:3 (2020), 411–429   |
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2018 |
| 2. |
P. Chigansky, M. Kleptsyna, “Statistical analysis of the mixed fractional Ornstein–Uhlenbeck process”, Teor. Veroyatnost. i Primenen., 63:3 (2018), 500–519 ; Theory Probab. Appl., 63:3 (2019), 408–425 |
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2008 |
| 3. |
A. Yu. Veretennikov, M. L. Kleptsyna, “On Continuous Time Ergodic Filters with Wrong Initial Data”, Teor. Veroyatnost. i Primenen., 53:2 (2008), 240–276  ; Theory Probab. Appl., 53:2 (2009), 269–300 |
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2002 |
| 4. |
M. L. Kleptsyna, A. L. Piatnitski, “Homogenization of a random non-stationary convection-diffusion problem”, Uspekhi Mat. Nauk, 57:4(346) (2002), 95–118  ; Russian Math. Surveys, 57:4 (2002), 729–751 |
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1999 |
| 5. |
M. L. Kleptsyna, A. P. Serebrovskii, “Large-Deviation Principle for Conditional Distributions of Diffusion Processes”, Probl. Peredachi Inf., 35:2 (1999), 83–89 ; Problems Inform. Transmission, 35:2 (1999), 166–171 |
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1998 |
| 6. |
M. L. Kleptsyna, P. E. Kloeden, V. V. Anh, “Existence and Uniqueness Theorems for fBm Stochastic Differential Equations”, Probl. Peredachi Inf., 34:4 (1998), 51–61 ; Problems Inform. Transmission, 34:4 (1998), 332–341 |
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| 7. |
M. L. Kleptsyna, P. E. Kloeden, V. V. Anh, “Nonlinear Filtering with Fractional Brownian Motion”, Probl. Peredachi Inf., 34:2 (1998), 65–76 ; Problems Inform. Transmission, 34:2 (1998), 150–160 |
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1997 |
| 8. |
M. L. Kleptsyna, A. P. Serebrovskii, “Asymptotic Behavior of the Conditional Distributions of Diffusion Processes with Rapidly Oscillating Contamination”, Probl. Peredachi Inf., 33:2 (1997), 54–65 ; Problems Inform. Transmission, 33:2 (1997), 139–148 |
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1996 |
| 9. |
M. L. Kleptsyna, A. P. Serebrovskii, “On the Averaging Principle for Nonlinear Filtering Problems with Random Contamination”, Probl. Peredachi Inf., 32:2 (1996), 45–53 ; Problems Inform. Transmission, 32:2 (1996), 176–183 |
| 10. |
M. L. Kleptsyna, “The averaging principle and diffusion approximation for Volterra equations”, Teor. Veroyatnost. i Primenen., 41:2 (1996), 429–438 ; Theory Probab. Appl., 41:2 (1997), 359–367 |
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1985 |
| 11. |
M. L. Klepcina, “Theorems of comparison existence and uniqueness for stochastic differential equations”, Teor. Veroyatnost. i Primenen., 30:1 (1985), 147–152 ; Theory Probab. Appl., 30:1 (1986), 164–169 |
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1984 |
| 12. |
M. L. Klepcina, “On strong solutions of stochastic equations with degenerate coefficients”, Teor. Veroyatnost. i Primenen., 29:2 (1984), 392–396 ; Theory Probab. Appl., 29:2 (1985), 403–407 |
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| 13. |
M. L. Klepcina, A. Yu. Veretennikov, “On the strong solutions of Itô–Volterra stochastic equations”, Teor. Veroyatnost. i Primenen., 29:1 (1984), 154–158 ; Theory Probab. Appl., 29:1 (1985), 153–157 |
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