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A note on ergodic transformations of self-similar Volterra Gaussian processes

Celine Jost
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Abstract

We derive a class of ergodic transformations of self-similar Gaussian processes that are Volterra, i.e. of type X_t = int^t_0 z_X(t,s)dW_s, t>0, where z_X is a deterministic kernel and W is a standard Brownian motion.

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Celine Jost. 2007-04-23. A note on ergodic transformations of self-similar Volterra Gaussian processes. https://arxiv.org/abs/math/0702096

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