Sign up ×
MathOverflow is a question and answer site for professional mathematicians. It's 100% free, no registration required.


I know that $k(x,y)=min(x,y)$ is the reproducing kernel of the Cameron Martin space of all i.i.d. RVs of Brownian motion at different times, with the $cov$ inner product.

What is the RKHS generated by $k(x,y)=min(f(x),f(y))$ for some $f$?

share|cite|improve this question
i guess that change of variable of Ito integral should be involved – Ohad Asor Dec 23 '12 at 12:07

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.