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oaioai:digitalcommons.chapman.edu:scs_articles-1419

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

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Publication date
1 January 2008
Publisher
Chapman University Digital Commons
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    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

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    Last time updated on 09/07/2019

    This paper was published in Chapman University Digital Commons.

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