2 citations · 3 across the 4 of their papers we have counts for
4 papers
Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic Parabolic Equations with Additive Fractional Brownian Motion
Igor Cialenco, Sergey Lototsky, Jan Pospisil
A parameter estimation problem is considered for a diagonaliazable stochastic evolution equation using a finite number of the Fourier coefficients of the solution. The equation is…
Absence of eigenvalues for integro-differential operators with periodic coefficients
Marius Marinel Stanescu, Igor Cialenco
Applying perturbation theory methods, the absence of the point spectrum for some nonselfadjoint integro-differential operators is investigated. The considered differential operator…
Parameter estimation in diagonalizable bilinear stochastic parabolic equations
Igor Cialenco, Sergey V. Lototsky
A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite syst…
On the point spectrum of some perturbed differential operators with periodic coefficients
Igor Cialenco
Finiteness of the point spectrum of linear operators acting in a Banach space is investigated from point of view of perturbation theory. In the first part of the paper we present a…