Equivalence of Volterra processes: Degenerate case
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Publication:2479339
DOI10.1016/j.spl.2007.07.017zbMath1135.60313OpenAlexW1992556119MaRDI QIDQ2479339
Mohamed Erraoui, Youssef Ouknine
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
Cites Work
- Construction of noncanonical representations of a Brownian motion
- Canonical decompositions of certain generalized Brownian bridges
- Representation of Gaussian processes equivalent to Wiener process
- Equivalence of Volterra processes.
- Radon-Nikodym Derivatives of Gaussian Measures
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