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)

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