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• W2220201437 abstract "We obtain the exact expressions for the leading order asymptotic terms for the eigenvalues and eigenfunctions of the operator $$ (K f)(x)=frac {d}{dx} int_{0}^1 f(y) |x-y|^{1-alpha} mathrm{sign}(x-y)dy, quad xin (0,1) $$ with $alphain (0,2)setminus {1}$. This operator determines the covariance structure of stochastic integrals of deterministic functions with respect to the fractional Brownian motion. Applications to integral equations, arising in statistical inference of stochastic processes, are discussed." @default.
• W2220201437 created "2016-06-24" @default.
• W2220201437 creator A5026291981 @default.
• W2220201437 creator A5052805040 @default.
• W2220201437 date "2015-07-15" @default.
• W2220201437 modified "2023-10-06" @default.
• W2220201437 title "Spectral asymptotics of the fractional Brownian covariance operator" @default.
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