1 citations · 1 across the 3 of their papers we have counts for
5 papers
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…
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…
How smooth is the drift of the mixed fractional Brownian motion?
Pavel Chigansky, Marina Kleptsyna
The mixed fractional Brownian motion - the sum of independent fractional and standard Brownian motions - is known to be a semimartingale if the Hurst exponent of its fractional…
Homogenization of nonlocal equations in randomly evolving media. Diffusion approximation
Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier
The paper deals with homogenization and higher order approximations of solutions to nonlocal evolution equations of convolution type whose coefficients are periodic in the spatial…
Asymptotic analysis in problems with fractional processes
P. Chigansky, M. Kleptsyna
Some problems in the theory and applications of stochastic processes can be reduced to solving integral equations. While explicit solutions for these equations are often elusive, v…