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

Abstract

We study spectral problems for integro-differential equations arising in the theory of Gaussian processes similar to the fractional Brownian motion. We generalize the method of Chigansky--Kleptsyna and obtain the two-term eigenvalue asymptotics for such equations. Application to the small ball probabilities in $L_2$-norm is given.