Equivalence of Volterra processes.

DOI10.1016/S0304-4149(03)00088-7zbMath1075.60519MaRDI QIDQ2574600

David Nualart, Fabrice Baudoin

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Stochastic integrals (60H05) Kernel operators (47B34)

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Cites Work

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• Non-anticipative representations of equivalent Gaussian processes
• Stochastic analysis of the fractional Brownian motion
• Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
• Mixed fractional Brownian motion
• Fractional {O}rnstein-{U}hlenbeck processes
• Representation of Gaussian processes equivalent to Wiener process
• Mittag-Leffler's Function and Stochastic Linear Volterra Equations of Convolution Type
• Radon-Nikodym Derivatives of Gaussian Measures
• Fractional Brownian Motions, Fractional Noises and Applications
• Stochastic calculus with respect to Gaussian processes

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