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arXiv · 0909.4267

On the characteristics of a class of Gaussian processes within the white noise space setting

Daniel Alpay·Haim Attia·David Levanony
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Abstract

Using the white noise space framework, we define a class of stochastic processes which include as a particular case the fractional Brownian motion and its derivative. The covariance functions of these processes are of a special form, studied by Schoenberg, von Neumann and Krein.

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Daniel Alpay, Haim Attia, David Levanony. 2009-09-23. On the characteristics of a class of Gaussian processes within the white noise space setting. https://arxiv.org/abs/0909.4267

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