Volterra Bridges and Applications

F. Baudoin, L. Coutin

2007, v.13, №3, 587-596

ABSTRACT

We introduce and study the bridges over a given Volterra process. As an application, we show that if a Gaussian process admits in law a Volterra type representation, then this representation is never unique.

Keywords: fractional Brownian bridge,Volterra process,non-canonical representation

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