44 citations · 81 across the 22 of their papers we have counts for
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math.PR2013★ 4 cited
Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process
Marina Kleptsyna, Alain Le Breton, Bernard Ycart
The Laplace transform of partial sums of the square of a non-centered Gauss-Markov process, conditioning on its starting point, is explicitly computed. The parameters of multiplica…
math.PR2013
Homogenization of random parabolic operators. Diffusion approximation
Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier
The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under pr…