A note on ergodic transformations of self-similar Volterra Gaussian processes
Celine Jost
Abstract
We derive a class of ergodic transformations of self-similar Gaussian processes that are Volterra, i.e. of type Xt = intt0 zX(t,s)dWs, t>0, where zX is a deterministic kernel and W is a standard Brownian motion.
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