Publications

Working Paper
Chigansky, P., Kleptsyna, M., & Marushkevych, D. . (Working Paper). Exact spectral asymptotics of fractional processes.
Submitted
Chigansky, P., Klebaner, F., Mrksa, M., & Sagitov, S. . (Submitted). Multitype PCR branching processes.
Forthcoming
Chigansky, P., & Kleptsyna, M. . (Forthcoming). Asymptotic analysis of the finite predictor for the fractional Gaussian noise.
2026
Chigansky, P., & Kleptsyna, M. . (2026). How smooth is the drift of the mixed fractional Brownian motion?. Electronic Communications in Probability, 31, 1-13. Retrieved from Publisher's Version
Chigansky, P., & Kleptsyna, M. . (2026). Asymptotic analysis in problems with fractional processes. In Statistics of Random Processes and Optimal Control, Prof. A. N. Shiryaev Festschrift (Vol. 1). Springer. Retrieved from Publisher's Version
2024
Bauman, N., Chigansky, P., & Klebaner, F. . (2024). An approximation of populations on a habitat with large carrying capacity. Journal of Mathematical Biology, 88(4), 44. Retrieved from Publisher's Version
2023
Chigansky, P., & Kleptsyna, M. . (2023). Estimation of the Hurst parameter from continuous noisy data. Electron. J. Stat., 17, 2343–2385. doi:10.1214/23-ejs2156 Publisher's Version
2022
Afterman, D., Chigansky, P., Kleptsyna, M., & Marushkevych, D. . (2022). Linear filtering with fractional noises: large time and small noise asymptotics. SIAM J. Control Optim., 60, 1463–1487. doi:10.1137/20M1360359 Publisher's Version
2021
Chigansky, P., & Kleptsyna, M. . (2021). Sharp asymptotics in a fractional Sturm-Liouville problem. Fract. Calc. Appl. Anal., 24, 715–738. doi:10.1515/fca-2021-0031 Publisher's Version
2020
Kleptsyna, M. L., Marushkevich, D. A., & P. Chiganski\uı, Y. . (2020). Asymptotics of the estimation accuracy for a fractional signal in small white noise. Avtomat. i Telemekh., 44–66. doi:10.31857/S0005231020030046 Publisher's Version
Abramov, V. M., Miller, B. M., E. Rubinovich, Y., & P. Chiganski\uı, Y. . (2020). Development of the theory of stochastic control and filtering in the work of R. Sh. Liptser. Avtomat. i Telemekh., 3–13. doi:10.31857/S0005231020030010 Publisher's Version
Chigansky, P., Kleptsyna, M., & Marushkevych, D. . (2020). On the eigenproblem for Gaussian bridges. Bernoulli, 26, 1706–1726. doi:10.3150/19-BEJ1157 Publisher's Version
Baker, J., Chigansky, P., Jagers, P., & Klebaner, F. C. . (2020). On the establishment of a mutant. J. Math. Biol., 80, 1733–1757. doi:10.1007/s00285-020-01478-x Publisher's Version
Chigansky, P., Kleptsyna, M., & Marushkevych, D. . (2020). Mixed fractional Brownian motion: a spectral take. J. Math. Anal. Appl., 482, 123558, 23. doi:10.1016/j.jmaa.2019.123558 Publisher's Version
2019
Chigansky, P., Jagers, P., & Klebaner, F. C. . (2019). Populations with interaction and environmental dependence: from few, (almost) independent, members into deterministic evolution of high densities. Stoch. Models, 35, 108–118. doi:10.1080/15326349.2019.1575755 Publisher's Version
2018
Chigansky, P., & Kleptsyna, M. . (2018). Exact asymptotics in eigenproblems for fractional Brownian covariance operators. Stochastic Process. Appl., 128, 2007–2059. doi:10.1016/j.spa.2017.08.019 Publisher's Version
Baker, J., Chigansky, P., Hamza, K., & Klebaner, F. C. . (2018). Persistence of small noise and random initial conditions. Adv. in Appl. Probab., 50, 67–81. doi:10.1017/apr.2018.71 Publisher's Version
Chigansky, P., Jagers, P., & Klebaner, F. C. . (2018). What can be observed in real time PCR and when does it show?. J. Math. Biol., 76, 679–695. doi:10.1007/s00285-017-1154-1 Publisher's Version
Chigansky, P., & Kleptsyna, M. . (2018). Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process. Teor. Veroyatn. Primen., 63, 500–519. doi:10.4213/tvp5178 Publisher's Version
2016
Barbour, A. D., Chigansky, P., & Klebaner, F. C. . (2016). On the emergence of random initial conditions in fluid limits. J. Appl. Probab., 53, 1193–1205. doi:10.1017/jpr.2016.74 Publisher's Version