2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/127742We 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 pagesProbability60G15; 60G18; 37A25text