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arxiv: 0909.4267 · v1 · submitted 2009-09-23 · 🧮 math.PR · math.CV

On the characteristics of a class of Gaussian processes within the white noise space setting

classification 🧮 math.PR math.CV
keywords processesclassnoisespacewhitebrowniancasecharacteristics
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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.

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