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

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dc.creatorJost, Celine
dc.date2007-02-05
dc.date2007-04-23
dc.date.accessioned2026-07-07T07:57:42Z
dc.date.available2026-07-07T07:57:42Z
dc.descriptionWe 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.
dc.description7 pages
dc.identifierhttps://arxiv.org/abs/math/0702096
dc.identifierhttp://arxiv.org/abs/math/0702096
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/127742
dc.subjectProbability
dc.subject60G15; 60G18; 37A25
dc.titleA note on ergodic transformations of self-similar Volterra Gaussian processes
dc.typetext

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