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

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

2007-02-05

arxiv.org/abs/math/0702096v2

Mathematics

Probability

7 pages

Scientific paper

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.

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