Asymptotic analysis in problems with fractional processes

TL;DR

This paper surveys recent advances in the asymptotic analysis of integral equations associated with stochastic processes exhibiting fractional covariance, providing insights into complex problems where explicit solutions are difficult.

Contribution

It offers a concise overview of recent progress in asymptotic methods applied to integral equations in fractional stochastic processes.

Findings

Enhanced understanding of asymptotic behaviors in fractional processes

Identification of key integral equations in fractional covariance models

Summarization of recent methodological developments

Abstract

Some problems in the theory and applications of stochastic processes can be reduced to solving integral equations. While explicit solutions for these equations are often elusive, valuable insights can be gained through their asymptotic analysis with respect to relevant parameters. This paper is a brief survey of some recent progress in the study of such equations related to processes with fractional covariance structure.