1 citations
2 papers
math.ST2026
Asymptotic analysis of the finite predictor for fractional Gaussian noise
P. Chigansky, M. Kleptsyna
This paper proposes a new approach to the asymptotic analysis of the finite predictor for stationary sequences. Our method yields the exact asymptotics of both the relative predict…
math.AP2026★ 1 cited
Asymptotic decomposition of solutions to parabolic equations with a random microstructure
Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier
We consider a Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variables and random stationar…