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Interdisciplinary Mathematical & Statistical Techniques (Shanghai 2007)
May 20-23, 2007
University of Science and Technology of China
Hefei, Anhui, P.R.China

Organizers
Bin Wang, Shuguang Zhang and Satya Mishra

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Discussion on properties of reproducing kernel Hilbert spaces
by
Juan Li
Department of Mathematics, USTC, Hefei, Anhui 230026,
Coauthors: Wenquan Cui

In this paper, some properties are discussed about reproducing kernel Hilbert Spaces (RKHS) associated brownian motion or martingale processes. By using the integral representation theorem and isometric isomorphism theorem, it is pointed out and proved that the RKHS, related with a modified score function process from Cox proportional-hazards model of survival data, includes corresponding variance function as its element, and so of the case of Wiener process, etc..

Key words and phrases: Reproducing kernel Hilbert spaces, Martingale, Stochastic integral, integral representation theorem, isometric isomorphism theorem.

Date received: March 15, 2007

Copyright © 2007 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # caul-71.