Research output

  1. 2018
  2. Published

    Nonlinear filtering with correlated Lévy noise characterized by copulas

    Hausenblas, E. & Fernando, P., 1 May 2018, In: Brazilian Journal of Probability and Statistics. 32.2018, 2, p. 374–421 45 p.

    Research output: Contribution to journalArticleResearchpeer-review

  3. Published

    Nonlinear filtering with correlated Lévy noise characterized by copulas

    Hausenblas, E. & Fernando, B. P. W., 2018, In: Brazilian Journal of Probability and Statistics. 32, 2, p. 250-274 24 p.

    Research output: Contribution to journalArticleResearchpeer-review

  4. 2017
  5. Published
  6. 2016
  7. Published

    Analytic Properties of Markov Semigroup Generated by Stochastic Differential Equations Driven by Lévy Processes

    Fernando, P., Hausenblas, E. & Razafimandimby, P., 23 Sept 2016, In: Potential analysis. 46.2017, 1, p. 1-21 21 p.

    Research output: Contribution to journalArticleResearchpeer-review

  8. Published
  9. 2014
  10. Published

    Non-detection probability of difussing targets in the presence of a moving searcher

    Fernando, B. & Sritharan, S. S., 2014, In: Communications on Stochastic Analysis. 8, p. 191-203

    Research output: Contribution to journalArticleResearchpeer-review

  11. Published

    Nonlinear filtering with pure jump noise and a financial application

    Fernando, B., 2014.

    Research output: Contribution to conferencePosterResearchpeer-review

  12. 2013
  13. Published

    Nonlinear filtering of stochastic Navier-Stokes equation with Itô-Lévy noise.

    Fernando, B. & Sritharan, S., 2013, In: Stochastic analysis and applications. 21, 3, p. 381-426

    Research output: Contribution to journalArticleResearchpeer-review

  14. Published

    Nonlinear stochastic estimation of turbulence subject to L\'evy noise

    Fernando, B. P. W., 2013.

    Research output: Contribution to conferencePresentationResearchpeer-review