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.
Citation
Céline Jost. "A note on ergodic transformations of self-similar Volterra Gaussian processes." Electron. Commun. Probab. 12 259 - 266, 2007. https://doi.org/10.1214/ECP.v12-1298
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