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2008 A remark on the equivalence of Gaussian processes
Harry van Zanten
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Electron. Commun. Probab. 13: 54-59 (2008). DOI: 10.1214/ECP.v13-1348


In this note we extend a classical equivalence result for Gaussian stationary processes to the more general setting of Gaussian processes with stationary increments. This will allow us to apply it in the setting of aggregated independent fractional Brownian motions.


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Harry van Zanten. "A remark on the equivalence of Gaussian processes." Electron. Commun. Probab. 13 54 - 59, 2008.


Accepted: 4 February 2008; Published: 2008
First available in Project Euclid: 6 June 2016

zbMATH: 1187.60026
MathSciNet: MR2386062
Digital Object Identifier: 10.1214/ECP.v13-1348

Primary: 60G15
Secondary: 60G30

Keywords: equivalence of laws , Gaussian processes with stationary increments , Spectral method

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