On the Characteristics of a Class of Gaussian Processes within the White Noise Space Setting

@inproceedings{Attia2009OnTC,
  title={On the Characteristics of a Class of Gaussian Processes within the White Noise Space Setting},
  author={H M Al Attia and David Levanony},
  year={2009}
}
Using the white noise space framework, we define a class of stochastic processes which include as a particular case the fractional Brownian motion and its derivative. The covariance functions of these processes are of a special form, studied by Schoenberg, von Neumann and Krein. white noise space, Wick product, fractional Brownian motion Primary: 60G22, 60G15, 60H40. Secondary: 47B32 

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