A note on ergodic transformations of self-similar Volterra Gaussian processes
Open Access
- 1 January 2007
- journal article
- Published by Institute of Mathematical Statistics in Electronic Communications in Probability
- Vol. 12 (none), 259-266
- https://doi.org/10.1214/ecp.v12-1298
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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