Daniel Alpay (Université Ben Gurion)

On the reproducing kernel Hilbert spaces associated with the fractional
and bi-fractional Brownian motions

vendredi 18 avril 2008, 14h30 - 15h30

Salle de réunion, espace Turing


We present decompositions of various positive kernels as integrals or
sums of positive kernels. Within this framework we study the
reproducing kernel Hilbert spaces associated with the fractional and
bi-fractional Brownian motions. As a tool, we define a new function of
two complex variables, which is a natural generalization of the
classical Gamma function for the setting we consider.
This is joint work with David Levanony.