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
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
Journal title :
Stochastic Processes and their Applications