Equivalence of Volterra processes: Degenerate case

DOI10.1016/J.SPL.2007.07.017MaRDI QIDQ2479339zbMATH OpenOpenAlexFDO

Authors Youssef Ouknine, M. Erraoui

Publication date 26 March 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2007.07.017

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites work

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• Radon-Nikodym Derivatives of Gaussian Measures
• Representation of Gaussian processes equivalent to Wiener process
• Volterra bridges and applications

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