Marina Kleptsyna - Concepedia

Author

Marina Kleptsyna

Institute for Information Transmission Problems ORCID

Also Known As

Chigansky, P., Chigansky, Pavel, Kleptsyna M. L., Kleptsyna, M., Kleptsyna, M. L., Kleptsyna, Marina, M L Kleptsyna, M. I. Kleptsyna, M. Kleptsyna, M. L. Kleptsyna

Publications

916

Citations

H-Index

Concepts

All Affiliations

Institute for Information Transmission Problems Université Joseph Fourier Le Mans Université Institut national de recherche en sciences et technologies du numérique Université Grenoble Alpes

About

Marina Kleptsyna is an author at Institute for Information Transmission Problems specializing in engineering, probability theory, and stochastic processes.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	9	9	182
2	Probability Theory	5	5	117
3	Signal Processing	4	4	99
4	Stochastic Analysis	4	4	104
5	Statistics	3	3	41

Marina Kleptsyna

Publications

738

Citations

H-Index

Page 1

	Year	Citations
Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process Marina Kleptsyna, Alain Breton Statistical Inference for Stochastic Processes	2002	266
Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems Marina Kleptsyna, Alain Breton, M.C. Roubaud Statistical Inference for Stochastic Processes	2000	68
Asymptotic properties of MLE for partially observed fractional diffusion system Alexandre Brouste‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌, Marina Kleptsyna Statistical Inference for Stochastic Processes Fractional-order SystemDiffusion ProcessFractional Diffusion SystemAnomalous DiffusionFractional Stochastics	2009	51
General approach to filtering with fractional brownian noises — application to linear systems Marina Kleptsyna, Alain Breton, M.C. Roubaud Stochastics and stochastics reports EngineeringFractional-order SystemFiltering TechniqueStochastic ProcessesStochastic Calculus	2000	41
About the linear-quadratic regulator problem under a fractional Brownian perturbation Marina Kleptsyna, Alain Breton, M. Viot ESAIM Probability and Statistics Fractional Brownian MotionFractional-order SystemSingularly Perturbed ProblemPerturbation MethodMathematical Control Theory	2003	38
Homogenization of random parabolic operator with large potential Fabien Campillo, Marina Kleptsyna, Andrey Piatnitski Stochastic Processes and their Applications Potential TheoryParabolic EquationHomogenization (Chemistry)Functional AnalysisRandom Parabolic Operator	2001	32
On discrete time ergodic filters with wrong initial data Marina Kleptsyna, A. Yu. Veretennikov Probability Theory and Related Fields EngineeringFiltering TechniqueEntropyMarkov KernelStochastic Dynamical System	2007	32
Linear filtering with fractional brownian motion Marina Kleptsyna, Peter E. Kloeden, Vo Anh Stochastic Analysis and Applications State EstimationFractional Brownian MotionUsual Kalman FilterEngineeringFractional-order System	1998	28
Extension of the Kalman–Bucy Filter to Elementary Linear Systems with Fractional Brownian Noises Marina Kleptsyna, Alain Breton Statistical Inference for Stochastic Processes	2002	24
Homogenization of a random non-stationary convection-diffusion problem Marina Kleptsyna, A L Pyatnitskiĭ Russian Mathematical Surveys Homogenization ProblemStationary RandomDiffusion ProcessStochastic AnalysisAnomalous Diffusion	2002	22

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