Spectral asymptotics for a class of integro-differential equations arising in the theory of fractional Gaussian processes

DOI10.1142/S0219199720500492zbMath1469.45008arXiv1908.10299MaRDI QIDQ5002179

Alexander I. Nazarov

Publication date: 27 July 2021

Published in: Communications in Contemporary Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.10299

zbMATH Keywords

Gaussian processesspectral asymptoticsintegro-differential operatorssmall ball probabilities

Mathematics Subject Classification ID

Gaussian processes (60G15) Integro-ordinary differential equations (45J05) Fractional derivatives and integrals (26A33) Asymptotics of solutions to integral equations (45M05) Eigenvalue problems for integral equations (45C05) Random integral equations (45R05)

Related Items (5)

Spectral analysis for some multifractional Gaussian processes ⋮ Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ Estimation of the Hurst parameter from continuous noisy data ⋮ Sharp asymptotics in a fractional Sturm-Liouville problem

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