Müntz linear transforms of Brownian motion

DOI10.1214/EJP.v19-2424zbMath1292.60079arXiv1112.4071MaRDI QIDQ2448525

Larbi Alili, Ching-Tang Wu

Publication date: 2 May 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.4071

zbMATH Keywords

Gaussian processenlargement of filtrationMüntz polynomialsnoncanonical representationself-reproducing kernelVolterra representation

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Volterra integral equations (45D05) Real polynomials: analytic properties, etc. (26C05)

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