We prove that the native space of a Wu function is a dense subspace of a Sobolev space. An explicit characterization of the native spaces of Wu functions is given. Three definitions of Wu functions are introduced and proven to be equivalent. Based on these new equivalent definitions and the so called $f$-form tricks, we can generalize the Wu functions into the even-dimensional spaces $\R^{2k}$, while the original Wu functions are only defined in the odd-dimensional spaces $\R^{2k+1}$. Such functions in even-dimensional spaces are referred to as the `missing Wu functions'. Furthermore we can generalize the Wu functions into `fractional'-dimensional spaces. We call all these Wu functions the generalized Wu functions. The closed form of the generalized Wu functions are given in terms of hypergeometric functions. Finally we prove that the Wu functions and the missing Wu functions can be written as linear combinations of the generalized Wendland functions.

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