A note on ergodic transformations of self-similar Volterra Gaussian processes
Probability
2007-05-23 v2
Abstract
We derive a class of ergodic transformations of self-similar Gaussian processes that are Volterra, i.e. of type X_t = int^t_0 z_X(t,s)dW_s, t>0, where z_X is a deterministic kernel and W is a standard Brownian motion.
Cite
@article{arxiv.math/0702096,
title = {A note on ergodic transformations of self-similar Volterra Gaussian processes},
author = {Celine Jost},
journal= {arXiv preprint arXiv:math/0702096},
year = {2007}
}
Comments
7 pages