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

DOI10.1016/j.spa.2010.03.004zbMath1197.60037arXiv0909.4267OpenAlexW2023697088MaRDI QIDQ981013

David Levanony, Haim Attia, Daniel Alpay

Publication date: 8 July 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0909.4267

zbMATH Keywords

fractional Brownian motionWick productwhite noise space

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40) Linear operators in reproducing-kernel Hilbert spaces (including de Branges, de Branges-Rovnyak, and other structured spaces) (47B32)

Related Items (16)

White noise space analysis and multiplicative change of measures ⋮ Generalized white noise analysis and topological algebras ⋮ Stochastic Processes Induced by Singular Operators ⋮ Generalized Fock spaces and the Stirling numbers ⋮ On the equivalence of probability spaces ⋮ On free stochastic processes and their derivatives ⋮ Generalized Grassmann algebras and applications to stochastic processes ⋮ Transfer operators and conditional expectations: the non-commutative case, the case of mu-Brownian motions and white noise space setting ⋮ On a class of quaternionic positive definite functions and their derivatives ⋮ A class of Gaussian processes with fractional spectral measures ⋮ Non-commutative stochastic distributions and applications to linear systems theory ⋮ Distribution spaces and a new construction of stochastic processes associated with the Grassmann algebra ⋮ Spectral Theory for Gaussian Processes: Reproducing Kernels, Boundaries, and L²-Wavelet Generators with Fractional Scales ⋮ A universal envelope for Gaussian processes and their kernels ⋮ mu-Brownian motion, dualities, diffusions, transforms, and reproducing kernel Hilbert spaces ⋮ On the Schoenberg transformations in data analysis: theory and illustrations

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