7.5 RKHS valued processes

In Section 7.4, we considered the setting where a mean-square continuous stochastic process c07-math-513 is also a random element of c07-math-514. Here we consider what transpires when the Hilbert space c07-math-515 is an RKHS c07-math-516 where the rk c07-math-517 is a continuous function defined on c07-math-518.

In contrast to the c07-math-519 functional space in Section 7.4, as the elements of c07-math-520 are functions, there is no need to distinguish between the process c07-math-521 and the potential Hilbert space element c07-math-522. As such, the theoretical development at least in ...

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