44 citations · 81 across the 22 of their papers we have counts for
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math.PR2016
Higher order homogenization for random non-autonomous parabolic operators
Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier
We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variables and random stationary…
math.PR2016
Exact asymptotics in eigenproblems for fractional Brownian covariance operators
Pavel Chigansky, Marina Kleptsyna
Many results in the theory of Gaussian processes rely on the eigenstructure of the covariance operator. However, eigenproblems are notoriously hard to solve explicitly and closed f…