On the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions

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dc.creatorAlpay, Daniel
dc.creatorLevanony, David
dc.date2007-05-20
dc.date.accessioned2026-07-07T08:02:33Z
dc.date.available2026-07-07T08:02:33Z
dc.descriptionWe present decompositions of various positive kernels as integrals or sums of positive kernels. Within this framework we study the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions. As a tool, we define a new function of two complex variables, which is a natural generalization of the classical Gamma function for the setting we consider
dc.identifierhttps://arxiv.org/abs/0705.2863
dc.identifierhttp://arxiv.org/abs/0705.2863
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/129260
dc.subjectProbability
dc.subjectComplex Variables
dc.subject45H05; 60J65
dc.titleOn the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions
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