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Lototsky, Sergey V.

Author ID: lototsky.sergey-v Recent zbMATH articles by "Lototsky, Sergey V."
Published as: Lototsky, S. V.; Lototsky, Sergey V.; Lototsky, Sergey; Lototsky, S.

Publications by Year

Citations contained in zbMATH Open

51 Publications have been cited 472 times in 282 Documents Cited by Year
A Sobolev space theory of SPDEs with constant coefficients in a half space. Zbl 0943.60047
Krylov, N. V.; Lototsky, S. V.
46
1999
Sobolev spaces with weights in domains and boundary value problems for degenerate elliptic equations. Zbl 0985.46017
Lototsky, S. V.
38
2000
Stochastic partial differential equations. Zbl 1375.60010
Lototsky, Sergey V.; Rozovsky, Boris L.
33
2017
Nonlinear filtering revisited: A spectral approach. Zbl 0873.60030
Lototsky, Sergey; Mikulevicius, Remigijus; Rozovskii, Boris L.
32
1997
A Sobolev space theory of SPDE with constant coefficients on a half line. Zbl 0928.60042
Krylov, N. V.; Lototsky, S. V.
26
1999
Asymptotic properties of the maximum likelihood estimator for stochastic parabolic equations with additive fractional Brownian motion. Zbl 1176.62019
Cialenco, Igor; Lototsky, Sergey V.; Pospišil, Jan
25
2009
Stochastic evolution systems. Linear theory and applications to non-linear filtering. 2nd edition. Zbl 1434.60004
Rozovsky, Boris L.; Lototsky, Sergey V.
24
2018
Wiener chaos solutions of linear stochastic evolution equations. Zbl 1100.60034
Lototsky, S. V.; Rozovskii, B. L.
22
2006
Statistical inference for stochastic parabolic equations: a spectral approach. Zbl 1157.62057
Lototsky, S. V.
20
2009
Stochastic partial differential equations driven by purely spatial noise. Zbl 1202.60101
Lototsky, Sergey V.; Rozovskii, Boris L.
18
2009
Dirichlet problem for stochastic parabolic equations in smooth domains. Zbl 0944.60076
Lototsky, Sergey V.
13
1999
Linear stochastic parabolic equations, degenerating on the boundary of a domain. Zbl 1008.60078
Lototsky, Sergey V.
13
2001
The passive scalar equation in a turbulent incompressible Gaussian velocity field. Zbl 1113.76040
Lototsky, S. V.; Rozovsky, B. L.
10
2003
Parameter estimation in diagonalizable bilinear stochastic parabolic equations. Zbl 1205.62143
Cialenco, Igor; Lototsky, Sergey V.
10
2009
Asymptotic properties of an approximate maximum likelihood estimator for stochastic PDEs. Zbl 0949.62084
Huebner, M.; Lototsky, S.; Rozovskii, B. L.
9
1997
Wick product in the stochastic Burgers equation: A curse or a cure? Zbl 1251.35198
Kaligotla, Sivaditya; Lototsky, Sergey V.
9
2011
Parameter estimation for stochastic parabolic equations: Asymptotic properties of a two-dimensional projection-based estimator. Zbl 1012.62103
Lototsky, S.
8
2003
Classical and generalized solutions of fractional stochastic differential equations. Zbl 1461.60049
Lototsky, S. V.; Rozovsky, B. L.
8
2020
Spectral asymptotics of some functionals arising in statistical inference for SPDEs. Zbl 0954.62114
Lototsky, Sergey V.; Rosovskii, Boris L.
8
1999
Stochastic differential equations: theory and applications. A volume in honor of Professor Boris L. Rozovskii. Zbl 1117.60001
7
2007
On generalized Malliavin calculus. Zbl 1262.60049
Lototsky, S. V.; Rozovskii, B. L.; Seleši, D.
7
2012
Recursive nonlinear filter for a continuous discrete-time model: Separation of parameters and observations. Zbl 0957.93085
Lototsky, Sergey V.; Rozovskii, Boris L.
6
1998
Optimal filtering of stochastic parabolic equations. Zbl 1077.60032
Lototsky, S. V.
6
2004
Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution. Zbl 1387.60099
Kim, H.-J.; Lototsky, S. V.
6
2017
Elliptic equations of higher stochastic order. Zbl 1203.65020
Lototsky, Sergey V.; Rozovskii, Boris L.; Wan, Xiaoliang
6
2010
Parameter estimation for stochastic evolution equations with non-commuting operators. Zbl 0972.60047
Lototsky, Sergey V.; Rosovskii, Boris L.
5
2000
Stochastic integrals and evolution equations with Gaussian random fields. Zbl 1184.60014
Lototsky, S. V.; Stemmann, K.
5
2009
Asymptotic analysis of a kernel estimator for parabolic SPDE’s with time-dependent coefficients. Zbl 1073.62522
Huebner, M.; Lototsky, S.
4
2000
Undamped harmonic oscillator driven by additive Gaussian white noise: a statistical analysis. Zbl 1331.62115
Lin, N.; Lototsky, S. V.
4
2011
Nonlinear filtering of diffusion processes in correlated noise: Analysis by separation of variables. Zbl 1023.60058
Lototsky, Sergey V.
3
2003
Recursive multiple Wiener integral expansion for nonlinear filtering of diffusion processes. Zbl 0895.60046
Lototsky, Sergey; Rozovskii, Boris L.
3
1997
Small perturbation of stochastic parabolic equations: A power series analysis. Zbl 1009.60052
Lototsky, Sergey
3
2002
Estimating speed and damping in the stochastic wave equation. Zbl 1393.60067
Liu, Wei; Lototsky, Sergey V.
3
2010
A unified approach to stochastic evolution equations using the Skorokhod integral. Zbl 1203.60087
Lototsky, S. V.; Rozovskii, B. L.
3
2009
Statistical analysis of some evolution equations driven by space-only noise. Zbl 1436.62085
Cialenco, Igor; Kim, Hyun-Jung; Lototsky, Sergey V.
3
2020
Asymptotic analysis of the sieve estimator for a class of parabolic SPDEs. Zbl 0955.62087
Huebner, M.; Lototsky, S.
2
2000
Solving SPDEs driven by colored noise: a chaos approach. Zbl 1148.60037
Lototsky, S. V.; Stemmann, K.
2
2008
Simple spectral bounds for sums of certain Kronecker products. Zbl 1307.15013
Lototsky, S. V.
2
2015
Second-order continuous-time non-stationary Gaussian autoregression. Zbl 1333.62226
Lin, N.; Lototsky, S. V.
2
2014
Stochastic evolution systems with constant coefficients. Zbl 1311.60072
Lototsky, S. V.; Zhong, J.
2
2013
Wiener chaos and nonlinear filtering. Zbl 1106.60051
Lototsky, S. V.
2
2006
Stochastic parabolic equations of full second order. Zbl 1146.60315
Lototsky, Sergey V.; Rozovskii, Boris L.
2
2008
A random change of variables and applications to the stochastic porous medium equation with multiplicative time noise. Zbl 1153.60036
Lototsky, S. V.
2
2007
Small ball probabilities for the infinite-dimensional Ornstein-Uhlenbeck process in Sobolev spaces. Zbl 1370.60008
Lototsky, S. V.
2
2017
Heat equation with a geometric rough path potential in one space dimension: existence and regularity of solution. Zbl 1423.35380
Kim, Hyun-Jung; Lototsky, Sergey V.
2
2019
Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case). Zbl 0819.60030
Gulinsky, O. V.; Liptser, R. S.; Lototsky, S. V.
1
1994
Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions. Zbl 1333.60173
Lototsky, S. V.; Moers, M.
1
2015
Chaos approach to nonlinear filtering. Zbl 1229.60049
Lototsky, S. V.
1
2011
Parameter estimation in hyperbolic multichannel models. Zbl 1229.62132
Liu, W.; Lototsky, S. V.
1
2010
Kelly criterion: from a simple random walk to Lévy processes. Zbl 1469.60139
Lototsky, Sergey; Pollok, Austin
1
2021
Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing. Zbl 1516.35308
Lototsky, S. V.; Mikulevicius, R.; Rozovsky, B. L.
1
2023
Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing. Zbl 1516.35308
Lototsky, S. V.; Mikulevicius, R.; Rozovsky, B. L.
1
2023
Kelly criterion: from a simple random walk to Lévy processes. Zbl 1469.60139
Lototsky, Sergey; Pollok, Austin
1
2021
Classical and generalized solutions of fractional stochastic differential equations. Zbl 1461.60049
Lototsky, S. V.; Rozovsky, B. L.
8
2020
Statistical analysis of some evolution equations driven by space-only noise. Zbl 1436.62085
Cialenco, Igor; Kim, Hyun-Jung; Lototsky, Sergey V.
3
2020
Heat equation with a geometric rough path potential in one space dimension: existence and regularity of solution. Zbl 1423.35380
Kim, Hyun-Jung; Lototsky, Sergey V.
2
2019
Stochastic evolution systems. Linear theory and applications to non-linear filtering. 2nd edition. Zbl 1434.60004
Rozovsky, Boris L.; Lototsky, Sergey V.
24
2018
Stochastic partial differential equations. Zbl 1375.60010
Lototsky, Sergey V.; Rozovsky, Boris L.
33
2017
Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution. Zbl 1387.60099
Kim, H.-J.; Lototsky, S. V.
6
2017
Small ball probabilities for the infinite-dimensional Ornstein-Uhlenbeck process in Sobolev spaces. Zbl 1370.60008
Lototsky, S. V.
2
2017
Simple spectral bounds for sums of certain Kronecker products. Zbl 1307.15013
Lototsky, S. V.
2
2015
Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions. Zbl 1333.60173
Lototsky, S. V.; Moers, M.
1
2015
Second-order continuous-time non-stationary Gaussian autoregression. Zbl 1333.62226
Lin, N.; Lototsky, S. V.
2
2014
Stochastic evolution systems with constant coefficients. Zbl 1311.60072
Lototsky, S. V.; Zhong, J.
2
2013
On generalized Malliavin calculus. Zbl 1262.60049
Lototsky, S. V.; Rozovskii, B. L.; Seleši, D.
7
2012
Wick product in the stochastic Burgers equation: A curse or a cure? Zbl 1251.35198
Kaligotla, Sivaditya; Lototsky, Sergey V.
9
2011
Undamped harmonic oscillator driven by additive Gaussian white noise: a statistical analysis. Zbl 1331.62115
Lin, N.; Lototsky, S. V.
4
2011
Chaos approach to nonlinear filtering. Zbl 1229.60049
Lototsky, S. V.
1
2011
Elliptic equations of higher stochastic order. Zbl 1203.65020
Lototsky, Sergey V.; Rozovskii, Boris L.; Wan, Xiaoliang
6
2010
Estimating speed and damping in the stochastic wave equation. Zbl 1393.60067
Liu, Wei; Lototsky, Sergey V.
3
2010
Parameter estimation in hyperbolic multichannel models. Zbl 1229.62132
Liu, W.; Lototsky, S. V.
1
2010
Asymptotic properties of the maximum likelihood estimator for stochastic parabolic equations with additive fractional Brownian motion. Zbl 1176.62019
Cialenco, Igor; Lototsky, Sergey V.; Pospišil, Jan
25
2009
Statistical inference for stochastic parabolic equations: a spectral approach. Zbl 1157.62057
Lototsky, S. V.
20
2009
Stochastic partial differential equations driven by purely spatial noise. Zbl 1202.60101
Lototsky, Sergey V.; Rozovskii, Boris L.
18
2009
Parameter estimation in diagonalizable bilinear stochastic parabolic equations. Zbl 1205.62143
Cialenco, Igor; Lototsky, Sergey V.
10
2009
Stochastic integrals and evolution equations with Gaussian random fields. Zbl 1184.60014
Lototsky, S. V.; Stemmann, K.
5
2009
A unified approach to stochastic evolution equations using the Skorokhod integral. Zbl 1203.60087
Lototsky, S. V.; Rozovskii, B. L.
3
2009
Solving SPDEs driven by colored noise: a chaos approach. Zbl 1148.60037
Lototsky, S. V.; Stemmann, K.
2
2008
Stochastic parabolic equations of full second order. Zbl 1146.60315
Lototsky, Sergey V.; Rozovskii, Boris L.
2
2008
Stochastic differential equations: theory and applications. A volume in honor of Professor Boris L. Rozovskii. Zbl 1117.60001
7
2007
A random change of variables and applications to the stochastic porous medium equation with multiplicative time noise. Zbl 1153.60036
Lototsky, S. V.
2
2007
Wiener chaos solutions of linear stochastic evolution equations. Zbl 1100.60034
Lototsky, S. V.; Rozovskii, B. L.
22
2006
Wiener chaos and nonlinear filtering. Zbl 1106.60051
Lototsky, S. V.
2
2006
Optimal filtering of stochastic parabolic equations. Zbl 1077.60032
Lototsky, S. V.
6
2004
The passive scalar equation in a turbulent incompressible Gaussian velocity field. Zbl 1113.76040
Lototsky, S. V.; Rozovsky, B. L.
10
2003
Parameter estimation for stochastic parabolic equations: Asymptotic properties of a two-dimensional projection-based estimator. Zbl 1012.62103
Lototsky, S.
8
2003
Nonlinear filtering of diffusion processes in correlated noise: Analysis by separation of variables. Zbl 1023.60058
Lototsky, Sergey V.
3
2003
Small perturbation of stochastic parabolic equations: A power series analysis. Zbl 1009.60052
Lototsky, Sergey
3
2002
Linear stochastic parabolic equations, degenerating on the boundary of a domain. Zbl 1008.60078
Lototsky, Sergey V.
13
2001
Sobolev spaces with weights in domains and boundary value problems for degenerate elliptic equations. Zbl 0985.46017
Lototsky, S. V.
38
2000
Parameter estimation for stochastic evolution equations with non-commuting operators. Zbl 0972.60047
Lototsky, Sergey V.; Rosovskii, Boris L.
5
2000
Asymptotic analysis of a kernel estimator for parabolic SPDE’s with time-dependent coefficients. Zbl 1073.62522
Huebner, M.; Lototsky, S.
4
2000
Asymptotic analysis of the sieve estimator for a class of parabolic SPDEs. Zbl 0955.62087
Huebner, M.; Lototsky, S.
2
2000
A Sobolev space theory of SPDEs with constant coefficients in a half space. Zbl 0943.60047
Krylov, N. V.; Lototsky, S. V.
46
1999
A Sobolev space theory of SPDE with constant coefficients on a half line. Zbl 0928.60042
Krylov, N. V.; Lototsky, S. V.
26
1999
Dirichlet problem for stochastic parabolic equations in smooth domains. Zbl 0944.60076
Lototsky, Sergey V.
13
1999
Spectral asymptotics of some functionals arising in statistical inference for SPDEs. Zbl 0954.62114
Lototsky, Sergey V.; Rosovskii, Boris L.
8
1999
Recursive nonlinear filter for a continuous discrete-time model: Separation of parameters and observations. Zbl 0957.93085
Lototsky, Sergey V.; Rozovskii, Boris L.
6
1998
Nonlinear filtering revisited: A spectral approach. Zbl 0873.60030
Lototsky, Sergey; Mikulevicius, Remigijus; Rozovskii, Boris L.
32
1997
Asymptotic properties of an approximate maximum likelihood estimator for stochastic PDEs. Zbl 0949.62084
Huebner, M.; Lototsky, S.; Rozovskii, B. L.
9
1997
Recursive multiple Wiener integral expansion for nonlinear filtering of diffusion processes. Zbl 0895.60046
Lototsky, Sergey; Rozovskii, Boris L.
3
1997
Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case). Zbl 0819.60030
Gulinsky, O. V.; Liptser, R. S.; Lototsky, S. V.
1
1994
all top 5

Cited by 397 Authors

26 Kim, KyeongHun
17 Lototsky, Sergey V.
12 Cialenco, Igor
12 Rozovskii, Boris L.
10 Lee, Kijung
10 Levajković, Tijana
9 Seleši, Dora
7 Flandoli, Franco
7 Luo, Dejun
6 Kim, Hyunjung
6 Sango, Mamadou
5 Mikulevicius, Remigijus
5 Pilipović, Stevan
5 Tudor, Ciprian A.
4 Dong, Hongjie
4 Kim, Doyoon
4 Kim, Ildoo
4 Maslowski, Bohdan
4 Tindel, Samy
4 Trabs, Mathias
3 Bachouch, Achref
3 Delgado-Vences, Francisco J.
3 Duan, Jinqiao
3 Kříž, Pavel
3 Krylov, Nicolaĭ Vladimirovich
3 Lang, Annika
3 Matoussi, Anis
3 Mena, Hermann
3 Petersson, Andreas
3 Pragarauskas, Henrikas
3 Sanz-Solé, Marta
3 Seo, Jinsol
3 Yan, Yubin
3 Zhang, Zhongqiang
2 Abatangelo, Nicola
2 Alpay, Daniel Aron
2 Amirdjanova, Anna
2 Bishop, Sheila Amina
2 Brouste, Alexandre
2 Cai, Chunhao
2 Cao, Wanrong
2 Caraballo Garrido, Tomás
2 Chen, Tianheng
2 Cioica-Licht, Petru A.
2 Dahlke, Stephan
2 Du, Kai
2 Fahim, Kistosil
2 Frangos, Nikos E.
2 Giesecke, Kay
2 Gong, Ruoting
2 Gubinelli, Massimiliano
2 Han, Beom-Seok
2 Hao, Zhaopeng
2 Hausenblas, Erika
2 Hildebrandt, Florian
2 Hu, Ye
2 Huang, Yicong
2 Jiang, Hui
2 Jørgensen, Palle E. T.
2 Joseph, Mathew
2 Kaino, Yusuke
2 Kalpinelli, Evangelia A.
2 Karniadakis, George Em
2 Kovács, Mihály
2 Kubelka, Vít
2 Lanconelli, Alberto
2 Ledger, Sean
2 Levanony, David
2 Lin, Daming
2 Lindner, Felix
2 Liu, Wei
2 Makis, Viliam
2 Mohammed, Mogtaba A. Y.
2 Olivera, Christian
2 Pasemann, Gregor
2 Piterbarg, Vladimir Il’ich
2 Quer-Sardanyons, Lluís
2 Ralchenko, Kostiantyn V.
2 Schneider, Cornelia
2 Scorolli, Ramiro
2 Shu, Chi-Wang
2 Sirignano, Justin A.
2 Spiliopoulos, Konstantinos V.
2 Stannat, Wilhelm
2 Stemmann, K.
2 Tonaki, Yozo
2 Uchida, Masayuki
2 Veraar, Mark C.
2 Wan, Xiaoliang
2 Xiao, Weilin
2 Xu, Liaosha
2 Yannacopoulos, Athanasios N.
2 Yau, Stephen Shing-Toung
2 Zhang, Weiguo
1 Aboulalaâ, Adnan
1 Agresti, Antonio
1 Akinlar, Mehmet Ali
1 Ali, Z. I.
1 Alonso, Sergio
1 Altmann, Robert
...and 297 more Authors
all top 5

Cited in 120 Serials

28 Stochastic Processes and their Applications
19 Stochastic and Partial Differential Equations. Analysis and Computations
15 Stochastics and Dynamics
9 Statistical Inference for Stochastic Processes
7 SIAM Journal on Mathematical Analysis
6 Stochastic Analysis and Applications
6 Potential Analysis
5 Journal of Mathematical Analysis and Applications
5 Applied Mathematics and Optimization
5 Journal of Differential Equations
5 Probability Theory and Related Fields
5 Journal of Theoretical Probability
5 Infinite Dimensional Analysis, Quantum Probability and Related Topics
5 Communications on Pure and Applied Analysis
4 Journal of Functional Analysis
4 The Annals of Applied Probability
4 Stochastics
4 Modern Stochastics. Theory and Applications
3 Chaos, Solitons and Fractals
3 The Annals of Probability
3 Automatica
3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
3 Acta Applicandae Mathematicae
3 Physica D
3 Theory of Probability and Mathematical Statistics
3 Discrete and Continuous Dynamical Systems
3 Electronic Journal of Statistics
3 Science China. Mathematics
3 SIAM/ASA Journal on Uncertainty Quantification
2 Computers & Mathematics with Applications
2 Physica A
2 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV
2 Journal of Statistical Planning and Inference
2 Transactions of the American Mathematical Society
2 Journal of Scientific Computing
2 Communications in Partial Differential Equations
2 Filomat
2 Journal of Evolution Equations
2 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Advances in Applied Probability
1 Computer Methods in Applied Mechanics and Engineering
1 Communications on Pure and Applied Mathematics
1 International Journal of Control
1 Indian Journal of Pure & Applied Mathematics
1 International Journal of Systems Science
1 Journal of Computational Physics
1 Journal of the Franklin Institute
1 Journal of Mathematical Physics
1 Journal of Statistical Physics
1 Lithuanian Mathematical Journal
1 Mathematical Methods in the Applied Sciences
1 Nonlinearity
1 Scandinavian Journal of Statistics
1 Studia Mathematica
1 Ukrainian Mathematical Journal
1 Advances in Mathematics
1 The Annals of Statistics
1 Applied Mathematics and Computation
1 BIT
1 Journal of Applied Probability
1 Journal of Computational and Applied Mathematics
1 Journal of Optimization Theory and Applications
1 Kybernetika
1 Monatshefte für Mathematik
1 Numerische Mathematik
1 Osaka Journal of Mathematics
1 Quarterly of Applied Mathematics
1 SIAM Journal on Control and Optimization
1 Operations Research Letters
1 Applied Numerical Mathematics
1 Numerical Methods for Partial Differential Equations
1 Asymptotic Analysis
1 MSCS. Mathematical Structures in Computer Science
1 Computational Statistics
1 Applied Mathematical Modelling
1 Communications in Statistics. Simulation and Computation
1 Journal of Statistical Computation and Simulation
1 Linear Algebra and its Applications
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
1 Journal of Nonlinear Science
1 Cybernetics and Systems Analysis
1 SIAM Journal on Scientific Computing
1 Calculus of Variations and Partial Differential Equations
1 Bulletin des Sciences Mathématiques
1 Integral Transforms and Special Functions
1 Engineering Analysis with Boundary Elements
1 Journal of Difference Equations and Applications
1 Electronic Journal of Probability
1 The Journal of Fourier Analysis and Applications
1 Documenta Mathematica
1 Mathematical Finance
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Fractional Calculus & Applied Analysis
1 International Journal of Theoretical and Applied Finance
1 Journal of Discrete Mathematical Sciences & Cryptography
1 Communications of the Korean Mathematical Society
1 Trudy Instituta Matematiki
1 Discrete and Continuous Dynamical Systems. Series B
1 Journal of the Australian Mathematical Society
1 Journal of Applied Mathematics
...and 20 more Serials

Citations by Year