A Note on Ergodic Transformations of Self-similar Volterra Gaussian Processes
نویسنده
چکیده
We derive a class of ergodic transformations of self-similar Gaussian processes that are Volterra, i.e. of type Xt = ∫ t 0 zX(t, s)dWs, t ∈ [0,∞), where zX is a deterministic kernel and W is a standard Brownian motion. MSC: 60G15; 60G18; 37A25
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تاریخ انتشار 2007