A note on ergodic transformations of self-similar Volterra Gaussian processes

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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.
7 pages

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Probability, 60G15; 60G18; 37A25

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http://salesiana.dossiersoluciones.com/handle/123456789/127742

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0702096
 http://arxiv.org/abs/math/0702096

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arXiv