next up previous contents
Next: Martin Levine Up: Publications Previous: Vincent Hayward

David Levanony

Levanony D. Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions. Stochastic Processes and their Applications, 51:117--134, 1994.

Levanony D. Large deviations of consistent parameter estimates in diffusions. In Proc. of the 33rd. IEEE Conference on Decision and Control, pages 2193--2198, Orlando FL, December 14-16 1994.

Levanony D., Shwartz A., and Zeitouni O. Recursive identification in continuous-time stochastic processes. Stochastic Processes and their Applications, 49:245--275, 1994.

Levanony D. and Caines P.E. Lagrangian stochastic LQ adaptation. In 1994 SIAM Annual Meeting, page A4, San Diego CA, July 1994.

Thierry Baron
Mon Nov 13 10:43:02 EST 1995