On the characteristics of a class of Gaussian processes within the white noise space setting
Probability
2009-09-24 v1 Complex Variables
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.
Keywords
Cite
@article{arxiv.0909.4267,
title = {On the characteristics of a class of Gaussian processes within the white noise space setting},
author = {Daniel Alpay and Haim Attia and David Levanony},
journal= {arXiv preprint arXiv:0909.4267},
year = {2009}
}