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Equivalence of Volterra processes: Degenerate case

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  • Ouknine, Youssef
  • Erraoui, Mohamed

Abstract

In this paper, we study necessary and sufficient conditions for the equivalence of Volterra Gaussian processes.

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  • Ouknine, Youssef & Erraoui, Mohamed, 2008. "Equivalence of Volterra processes: Degenerate case," Statistics & Probability Letters, Elsevier, vol. 78(4), pages 435-444, March.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:4:p:435-444
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    References listed on IDEAS

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    1. Baudoin, Fabrice & Nualart, David, 2003. "Equivalence of Volterra processes," Stochastic Processes and their Applications, Elsevier, vol. 107(2), pages 327-350, October.
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