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2007 A note on ergodic transformations of self-similar Volterra Gaussian processes
Céline Jost
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Electron. Commun. Probab. 12: 259-266 (2007). DOI: 10.1214/ECP.v12-1298

Abstract

We derive a class of ergodic transformation of self-similar Gaussian processes that are Volterra, i.e. of type $X_t = \int^t_0 z_X(t,s)dW_s$, $t \in [0,\infty)$, where $z_X$ is a deterministic kernel and $W$ is a standard Brownian motion.

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Céline Jost. "A note on ergodic transformations of self-similar Volterra Gaussian processes." Electron. Commun. Probab. 12 259 - 266, 2007. https://doi.org/10.1214/ECP.v12-1298

Information

Accepted: 25 August 2007; Published: 2007
First available in Project Euclid: 6 June 2016

zbMATH: 1129.60037
MathSciNet: MR2335896
Digital Object Identifier: 10.1214/ECP.v12-1298

Subjects:
Primary: 60G15
Secondary: 37A25, 60G18

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