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
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