Two applications of reproducing kernel Hilbert spaces in stochastic analysis
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The first result of the note is about the singularity of distributions of the Brownian sheet \(W\) and the random field which is the solution of the stochastic PDE \(\partial v/\partial t=\Delta v+\dot W_{xt}\) (where the latter term is the space-time derivative) with the Neumann boundary condition. Two other results are characterizations of Gaussian quasimartingales and semimartingales in terms of their means and RKHS's. For the entire collection see [Zbl 0952.00068].
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