A class of Gaussian processes with fractional spectral measures D Alpay, P Jorgensen, D Levanony
Journal of functional analysis 261 (2), 507-541, 2011
61 2011 Recursive identification in continuous-time stochastic processes D Levanony, A Shwartz, O Zeitouni
Stochastic Processes and their Applications 49 (2), 245-275, 1994
42 1994 On the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions D Alpay, D Levanony
Potential Analysis 28, 163-184, 2008
35 2008 On the equivalence of probability spaces D Alpay, P Jorgensen, D Levanony
Journal of theoretical probability 30 (3), 813-841, 2017
29 2017 On the characteristics of a class of Gaussian processes within the white noise space setting D Alpay, H Attia, D Levanony
Stochastic Processes and their Applications 120 (7), 1074-1104, 2010
28 2010 Linear stochastic systems: a white noise approach D Alpay, D Levanony
Acta Applicandae Mathematicae 110, 545-572, 2010
27 2010 On persistent excitation for linear systems with stochastic coefficients D Levanony, PE Caines
SIAM journal on control and optimization 40 (3), 882-897, 2001
19 2001 Linear stochastic state space theory in the white noise space setting D Alpay, D Levanony, A Pinhas
SIAM Journal on Control and Optimization 48 (8), 5009-5027, 2010
18 * 2010 Rational functions associated with the white noise space and related topics D Alpay, D Levanony
Potential Analysis 29, 195-220, 2008
18 2008 White noise based stochastic calculus associated with a class of Gaussian processes D Alpay, H Attia, D Levanony
Opuscula Mathematica 13 (3), 401-422, 2012
16 2012 Stochastic -Optimal Linear Quadratic Adaptation: An Alternating Controls Policy PE Caines, D Levanony
SIAM Journal on Control and Optimization 57 (2), 1094-1126, 2019
10 2019 Recursive nonlinear system identification by a stochastic gradient algorithm: stability, performance, and model nonlinearity considerations D Levanony, N Berman
IEEE transactions on signal processing 52 (9), 2540-2550, 2004
9 2004 Stochastic Lagrangian adaptive LQG control D Levanony, PE Caines
Stochastic Theory and Control: Proceedings of a Workshop held in Lawrence …, 2002
8 2002 Une généralisation de l'intégrale stochastique de Wick–Itô D Alpay, H Attia, D Levanony
Comptes Rendus. Mathématique 346 (5-6), 261-265, 2008
7 2008 Stochastic Lagrangian Adaptation D Levanony, PE Caines
Preprint, 2001
5 2001 Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions D Levanony
Stochastic processes and their applications 51 (1), 117-134, 1994
4 1994 Uniform decay and equicontinuity for normalized, parameter dependent, Ito integrals D Levanony, A Schwartz, O Zettount
Stochastics and Stochastic Reports 43 (1-2), 9-28, 1993
4 * 1993 Continuous-time recursive identification D Levanony, A Shwartz, O Zeitouni
Communication, Control and Signal Processing: International Conference …, 1990
4 1990 On the consistent filtering of convergent semimartingales D Levanony
Stochastic Processes and their Applications 129 (1), 323-335, 2019
3 2019 On persistent excitation conditions for the consistent filtering of convergent semimartingales D Levanony
2004 43rd IEEE Conference on Decision and Control (CDC)(IEEE Cat. No …, 2004
3 2004