Articles in refereed publications:

 - published

 - accepted

 - submitted

Other refered contributions

Non-refereed contributions

Published:

M.A. Kouritzin and J. Xiong.  "Nonlinear filtering: from Ornstein-Uhlenbeck to white noise", to appear in SIAM J. Control and Optimization.  Manuscript 13 pages.

J. Hailes, M.A. Kouritzin, R. Marsh, and J. McCrosky, "Tracking promyelocytic leukemia nuclear bodies concept via filtering", to appear in the Proceedings of ICMENS 2004.

M.A. Kouritzin, Y. Zeng, "Bayesian model selection via filtering for a class of micro-movement models of asset price", to appear in the International Journal of Theoretical and Applied Finance.

J. Kim, S. Kim, M.A. Kouritzin, and W. Sun, "Detecting network portscans through anomaly detection", in Signal Processing, Sensor Fusion and Target Recognition XIII, the 2004 Proceedings of SPIE, 5429 (2004) 254-263.

M.A. Kouritzin, and Y. Zeng, "Weak convergence for a type of conditional expectation: application to the inference for a class of asset price models", to appear in Nonlinear Analysis, Theory, Methods & Applications, Series A.

D. Blount, N. Hu, M.A. Kouritzin, and J. McCrosky, "Artificial learning approaches for multi-target tracking", in Automatic Target Recognition XIV, edited by F.A. Sadjadi, 2004 Proceedings of SPIE, 5426: 293-304.

S. Kim, M.A. Kouritzin, H. Long, J. McCrosky, W. Sun, and X. Zhao, "A stochastic grid filter for multi-target tracking", in Signal Processing, Sensor Fusion and Target Recognition XIII, 2004 Proceedings of SPIE, 5429: 245-253.

M.A. Kouritzin, W. Sun, and J. Xiong, "Nonlinear filtering for reflecting diffusions in random environments by nonparametric estimation". Electronic Journal of Probability, Vol. 9 (2004) Paper no. 18, 560-574.

M.A. Kouritzin, and S. Kim, "The refining stochastic grid filter and implementation" US Patent application serial number 60/482528, filed by Lockheed Maritn Corp. on June 25, 2003, 37 pages.

M.A. Kouritzin, H. Long, and W. Sun, "Markov chain approximations to filtering equations for reflecting diffusion processes". Stochastic Processes and Applications, 110 (2004), 275-294.

M.A. Kouritzin, H. Long, X. Ma, and W. Sun, "Non-recursive and recursive methods for parameter estimation in filtering problems", in Signal Processing, Sensor Fusion, and Target Recognition XII, 2003 Proceedings of SPIE 5096, 585-596.

M.A. Kouritzin, "Selectively resampling particle filter and implementation", US Patent application serial number 60/482469, filed by Lockheed Martin Corp. on June 25, 2003. 41 pages including figures.

M.A. Kouritzin, D.J. Ballantyne, J. Hailes, H. Long, and J. Wiersma, "A hybrid weighted interacting particle filter for multi-target tracking", in Signal Processing, Sensor Fusion, and Target Recognition XII, 2003 Proceedings of SPIE 5096, 244-255.

Michael Kouritzin, Hongwei Long, and Wei Sun. 2003. On Markov Chain Approximations to Semilinear Partial Differential Equations Driven by Poisson Measure Noise. Stochastic Analysis and Applications, 21, no. 2, 419-441.

M. Kouritzin, H. Long, and W. Sun. 2003. Nonlinear Filtering for Diffusions in Random Environments. Journal of Theoretical Probability, 16, no. 1.

J. Xiong. 2003. Large Deviation Principle for Optimal Filtering. Applied Mathematics and Optimization. 47, no. 2. 151-165.

J. Xiong and X. Zhou. On the Duality between Coalescing Brownian Motions

J. Xiong, Z. Li and H. Wang. 2003. A Degenerate Stochastic Partial Differential Equation for Superprocesses with Singular Interaction.

J. Xiong. 2003. Long-term Behavior for Superprocesses Over a Stochastic Flow

B. Schmuland and W. Sun. 2002. A Cocycle Proof that Reversible Fleming-Viot Processes have Uniform Mutation. Comptes Rendus Mathematical Reports, 24, no. 3. 124-128.

C. Genest, J. F. Quessy, and B. Remillard. 2002.  Testing for Randomness Against Serial Dependence Using Kendall's Process.  Canadian Journal of Statistics, 30, no. 3. 21 pages.

M. Kouritzin and H. Long. 2002. Convergence of Markov Chain Approximation to Stochastic Reaction Diffusion Equations. Annals of Applied Probability, 12. 1039-1070.

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Accepted:

D.J. Ballantyne, J. Kim, M.A. Kouritzin. 2005.  On Sonobuoy Placement for Submarine Tracking. To appear in Signal Processing, Sensor Fusion, and Target Recognition XIV, SPIE's AeroSense.

Michael Kouritzin, Hongwei Long, Xinjian Ma, and Wei Sun.  2003. Recursive and Nonrecursive Methods for Parameter Estimation in Filtering Problems.  To appear in Signal Processing, Sensor Fusion, and Target Recognition XII, SPIE's AeroSense.

B. Schmuland and W. Sun. 2002. The Law of Large Numbers nad the Law of the Iterated Logarithms for Infinite Dimensional Diffusion Processes. To appear in Infinite Dimensional Analysis, Quantum Probability, and Related Topics.

B. Schmuland and W. Sun. 2002. A Central Limit Theorem and Law of the Iterated Logarithm for a Random Field with Exponential Decay of Correlations. To appear in Canadian Journal of Mathematics.

B. Schmuland and W. Sun. 2002. The Maximum Markovian Self-Adjoint Extensions of Dirichlet Operators for Interacting Particle Systems. TO appear in Forum Mathematicum.

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Submitted:

Michael Kouritzin, Wei Sun and Jie Xiong. Nonlinear filtering for diffusions in random environments via nonparametric estimation. Submitted to Electronic Journal of Probability.

B. Abdous, K. Ghoudi, and B. Remillard. Nonparametric Weighted-symmetry Tests. Submitted to Journal of Nonparametric Statistics.

M. Kouritzin. Nonlinear Parabolic Equations with Cadlag Noise.

M. Kouritzin and H. Long. On the Generality of the Classic Filtering Equations.

M. Kouritzin, H. Long, and W. Sun. Markov Chain Approximations to Nonlinear Filtering Equations for Reflecting Diffusion Equations.

M. Kouritzin and B. Remillard. Explicit Solutions for Vector Ito Equations.

M. Kouritzin, W. Sun, and J. Xiong. Nonlinear Filtering in Random Environment via Non-parametric Estimation.

M. Kouritzin and J. Xiong. Nonlinear Filtering: from Ornstein-Uhlenbeck to White Noise.

V. Lucic and A. Heunis. Convergence of Nonlinear Filters for Randomly Perturbed Dynamical Systems. Submitted to Applied Mathematics and Optimization.

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Other refereed contributions:

D. Ballantyne, M. Kouritzin, H. Long, and W. Sun. 2002. Discrete-space Particle Filters for Reflecting Diffusions. Proceedings of the IEEE Aerospace Confrence.

D. Ballantyne, S. Kim, and M, Kouritzin. 2002. A Weighted Interacting Particle Based Nonlinear Filter. Proceedings of SPIE. 236-247.

W. Bauer, S. Kim, and M. Kouritzin. 2002. Continuous and Discrete Space Particle Filters for Prediction in Acoustic Positioning. Proceedings of SPIE.

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Non-refereed contributions

Wei Sun. 2002. Nonlinear filtering for diffusions in random environments. Abstract for the Fourth International Symposium on Probability and Its Applications.

Wei Sun. 2003. Branching partcle method for nonlinear filtering. Abstract for University of Wisconsin-Madison Probability Seminar.

Michael Kouritzin and Wei Sun. 2003. Rates for branching particle approximations of continuous-discrete filters. Internal report.

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