Document Type
Article
Publication Date
2010
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.
Recommended Citation
D. Alpay, H. Attia and D. Levanony. On the characteristics of a class of Gaussian processes within the white noise space setting. Stochastic Processes and their Applications, vol. 120 (issue 7), pp. 1074-1104 (2010).
Peer Reviewed
1
Copyright
Elsevier
Creative Commons License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.
Included in
Algebra Commons, Discrete Mathematics and Combinatorics Commons, Other Mathematics Commons
Comments
NOTICE: this is the author’s version of a work that was accepted for publication in Stochastic Processes and their Applications. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Stochastic Processes and their Applications, volume 120, issue 7, in 2010. DOI: 10.1016/j.spa.2010.03.004
The Creative Commons license below applies only to this version of the article.