Quasihelix properties of selected Volterra Gaussian processes
Probability
2026-05-20 v1
Abstract
We study local quasihelix and generalized quasihelix properties of several Gaussian Volterra processes with tempered, power-weighted, and logarithmic kernels, including tempered fractional Brownian motions and generalized fractional Brownian motion-type processes. These properties depend significantly on the values of the parameters involved, and we consider all possible cases in detail.
Keywords
Cite
@article{arxiv.2605.20026,
title = {Quasihelix properties of selected Volterra Gaussian processes},
author = {Yuliya Mishura and Kostiantyn Ralchenko},
journal= {arXiv preprint arXiv:2605.20026},
year = {2026}
}
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13 pages