Equivalence of Volterra processes

64 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Representation formulae for the fractional Brownian motion (2009, background): “fractional Brownian motions near time 0. The processes BH, BbH and BH have stationary increments, so the same local property holds at any time. As an application, we recover a result of [4], see also [2, 37] for more general results. Notice that the equivalence stated in the following theorem may ho”
On probability laws of solutions to differential systems driven by a fractional Brownian motion (2014, background): “From Theorem 7 in [6], we have to prove that there exists a square integrable kernel L such that K(t + 1, s + 1) = dH (t − s)H−1/2 + dH ∫ t”
Some properties of the sub-fractional Brownian motion (2007, unknown): “From Baudoin and Nualart [1], we know that if X Gaussian process with covariance C, then the process X þ W is a semimartingale equivalent in law withW if ðð›2Cðt; sÞÞ=ð›t›sÞÞ [ L2ð1⁄20; T Þ for every T .”