Gaussian Volterra processes with power-type kernels. II

DOI10.15559/22-VMSTA211zbMath1502.60046MaRDI QIDQ2103307

Sergiy Shklyar, Yuliya S. Mishura

Publication date: 13 December 2022

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionGaussian Volterra processessample path differentiabilityinversion of the Volterra representation

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

Related Items (2)

Gaussian Volterra processes: Asymptotic growth and statistical estimation ⋮ On the Gaussian Volterra processes with power-type kernels

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• Gaussian Volterra processes with power-type kernels. I
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• Stochastic Calculus for Fractional Brownian Motion and Applications

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