A note on ergodic transformations of self-similar Volterra Gaussian processes
Céline Jost, University of Helsinki
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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