Add to ORKGIn this note we extend a classical equivalence result for Gaussian stationary processes to the more general setting of Gaussian processes with stationary increments. This will allow us to apply it in the setting of aggregated independent fractional Brownian motions. 1 Introduction an
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
We consider two independent Gaussian processes that admit a representation in terms of a stochastic ...
Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that ...
In this note we extend a classical equivalence result for Gaussian stationary processes to the more ...
AbstractIn this paper we study necessary and sufficient conditions for the equivalence of Volterra G...
We study and answer the question posed in the title. The answer is derived from some new necessary a...
The purpose of this paper is to get a canonical representation of Gaussian processes which are equiv...
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, m...
This paper continues an idea introduced by L. Bel, G. Oppenheim, L. Robbiano and M.-C. Viano. We def...
The question concerning the equivalence of stationary Gaussian processes defined on the finite inter...
Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that ...
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
Abstract. We present here an elementary example, for every xed positive integer k; of a strictly sta...
We study a family of stationary increment Gaussian processes, indexed by time. These processes are d...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
We consider two independent Gaussian processes that admit a representation in terms of a stochastic ...
Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that ...
In this note we extend a classical equivalence result for Gaussian stationary processes to the more ...
AbstractIn this paper we study necessary and sufficient conditions for the equivalence of Volterra G...
We study and answer the question posed in the title. The answer is derived from some new necessary a...
The purpose of this paper is to get a canonical representation of Gaussian processes which are equiv...
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, m...
This paper continues an idea introduced by L. Bel, G. Oppenheim, L. Robbiano and M.-C. Viano. We def...
The question concerning the equivalence of stationary Gaussian processes defined on the finite inter...
Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that ...
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
Abstract. We present here an elementary example, for every xed positive integer k; of a strictly sta...
We study a family of stationary increment Gaussian processes, indexed by time. These processes are d...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
We consider two independent Gaussian processes that admit a representation in terms of a stochastic ...
Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that ...