On the Gaussian Volterra processes with power-type kernels

DOI10.1080/15326349.2023.2212763MaRDI QIDQ6151864FDOQ6151864

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Publication date: 12 February 2024

Published in: Stochastic Models (Search for Journal in Brave)

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zbMATH Keywords

long-range dependencesemimartingale propertynon Markovian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Cites Work

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• Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\)
• Gaussian Volterra processes with power-type kernels. II
• Gaussian Volterra processes with power-type kernels. I
• Notes on spherical bifractional Brownian motion
• Mixtures of higher-order fractional Brownian motions

Cited In (1)

• Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process

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