On the Reproducing Kernel Hilbert Spaces Associated With the Fractional and Bi-Fractional Brownian Motions

Authors

Daniel Alpay, Chapman UniversityFollow
David Levanony, Ben Gurion University of the Negev

Document Type

Article

Publication Date

2008

Abstract

We 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.

Comments

This is a pre-copy-editing, author-produced PDF of an article accepted for publication in Potential Analysis, volume 28, in 2008 following peer review. The final publication is available at Springer via DOI: 10.1007/s11118-007-9070-4

Recommended Citation

D. Alpay and D. Levanony. On the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions. Potential Analysis, vol. 28 (2008), pp. 163-184.

Peer Reviewed

1

Copyright

Springer