Geodesic

Statistics and control of stochastic processes

Sommaire

Foreword
On estimation of a parameter for systems with physical white noise
p. 4-10
Linear filtering under dependent white and wide-band noises
p. 11-24
Some random environments statistical problems for observable birth-and-death processes
p. 25-32
On large deviations in the averaging principle for stochastic difference equations on a torus
p. 33-41
On the convergence of sequences of semimartingales and their components
p. 42-119
Optimal stopping of a nonterminating homogeneous standard Markov process on a finite time interval
p. 120-131
Optimality of generalized CUSUM procedure in quickest detection problem
p. 132-148
Guaranteed estimation of autoregression parameters on the basis of a sequential correlational method
p. 149-169
On a proof of Itô's formula
p. 170-174
The Bogolyubov averaging principle for semimartingales
p. 175-189
On asymptotic properties of estimates under sequential design
p. 190-208
Limit theorems for the first passage time of autoregression process over a level
p. 209-233
Lower bound for the expected size of a learning sample for sequential pattern recognition procedures
p. 234-245
On solvability and averaging for stochastic functional-differential equations with respect to a semimartingale
p. 246-257
On construction of optimal strategies of parameter estimation for controllable systems
p. 258-281
On the concept of $\lambda$-convergence of statistical experiments
p. 282-286
Asymptotically minimax multialternative sequential rule for disorder detection
p. 287-295
Canonical representation of a Gaussian semimartingale and the innovation
p. 296-302