• Title of article

    Equivalence of Volterra processes

  • Author/Authors

    Baudoin، نويسنده , , Fabrice and Nualart، نويسنده , , David، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    24
  • From page
    327
  • To page
    350
  • Abstract
    In this paper we study necessary and sufficient conditions for the equivalence of Volterra Gaussian processes. Though this topic has already been studied in the literature, we provide new proofs, precisions and new theorems. We also give some examples of equivalent Volterra processes all related to the extensively studied fractional Brownian motion. Finally, we give an extension to general Gaussian processes of a recent regularization theorem by P. Cheridito.
  • Keywords
    Fractional Brownian motion , Stochastic integrals , Equivalence , Volterra processes
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2003
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1577293