Let X be a Brownian bridge. (This will be studied further in Section XXXXXXXXXXThis means that X is a mean zero Gaussian process with   Identify the reproducing kernel Hilbert space for X. Let X be...

Let X be a Brownian bridge. (This will be studied further in Section 35.2.) This means that X is a mean zero Gaussian process with

Identify the reproducing kernel Hilbert space for X.

Let X be the Ornstein–Uhlenbeck process started at 0. This was defined in Exercise 19.5. Identify the reproducing kernel Hilbert space for X.

Chapter 34