Spectral analysis for some multifractional Gaussian processes
Probability
2021-12-22 v1 Spectral Theory
Abstract
We study the small ball asymptotics problem in for two generalizations of the fractional Brownian motion with variable Hurst parameter. To this end, we perform careful analysis of the singular values asymptotics for associated integral operators.
Cite
@article{arxiv.2009.12272,
title = {Spectral analysis for some multifractional Gaussian processes},
author = {A. I. Karol and A. I. Nazarov},
journal= {arXiv preprint arXiv:2009.12272},
year = {2021}
}
Comments
17 pages