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

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/129260We 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 considerProbabilityComplex Variables45H05; 60J65On the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motionstext