"We define and investigate a class of positive de nite kernel so called equivalent-kernel. We formulate and prove an analogous of Paley-Wiener theorem in the context of positive definite kernel. The main ingredient in the proof is Kolmogorov decomposition. Finally, some applications to stochastic processes are given."
Tópico:
Stochastic processes and financial applications
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FuenteStudia Universitatis Babes-Bolyai Matematica