A note on ergodic transformations of self-similar Volterra Gaussian processes
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1. | Title | Title of document | A note on ergodic transformations of self-similar Volterra Gaussian processes |
2. | Creator | Author's name, affiliation, country | Céline Jost; University of Helsinki |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Volterra Gaussian process; Self-similar process; Ergodic transformation; Fractional Brownian motion |
3. | Subject | Subject classification | 60G15; 60G18; 37A25 |
4. | Description | 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. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | Finnish Graduate School in Stochastics and Statistics; Finnish Academy of Science and Letters |
7. | Date | (YYYY-MM-DD) | 2007-08-25 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/1298 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v12-1298 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 12 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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