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On estimation of time dependent spatial signal in Gaussian white noise

, , and . Stochastic Processes and their Applications, 96 (1): 161--175 (November 2001)

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Limit distributions of some integral functionals for null-recurrent diffusions. Stochastic Processes and their Applications, 92 (1): 1--9 (March 2001)On averaging principle for diffusion processes with null-recurrent fast component, and . Stochastic Processes and their Applications, 93 (2): 229--240 (June 2001)On estimation of time dependent spatial signal in Gaussian white noise, , and . Stochastic Processes and their Applications, 96 (1): 161--175 (November 2001)Tracking of signal and its derivatives in Gaussian white noise, , and . Stochastic Processes and their Applications, 69 (2): 259--273 (Sep 1, 1997)Stability of regime-switching diffusions, , and . Stochastic Processes and their Applications, 117 (8): 1037--1051 (August 2007)