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arXiv · 2605.20026

Quasihelix properties of selected Volterra Gaussian processes

Yuliya Mishura·Kostiantyn Ralchenko
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Abstract

We study local quasihelix and generalized quasihelix properties of several Gaussian Volterra processes with tempered, power-weighted, and logarithmic kernels, including tempered fractional Brownian motions and generalized fractional Brownian motion-type processes. These properties depend significantly on the values of the parameters involved, and we consider all possible cases in detail.

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Yuliya Mishura, Kostiantyn Ralchenko. 2026-05-19. Quasihelix properties of selected Volterra Gaussian processes. https://arxiv.org/abs/2605.20026

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