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

Daniel Alpay, Haim Attia, David Levanony

Published 2009-09-23Version 1

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.