On the characteristics of a class of Gaussian processes within the white noise space setting
classification
🧮 math.PR
math.CV
keywords
processesclassnoisespacewhitebrowniancasecharacteristics
read the original 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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.