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20062023
most citedMeasure-preserving transformations of Volterra Gaussian processes and related bridges

2 citations · 4 across the 6 of their papers we have counts for

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math.PR2006★ 1 cited

On the connection between Molchan-Golosov and Mandelbrot-Van Ness representations of fractional Brownian motion

Celine Jost

We proof a connection between the generalized Molchan-Golosov integral transform and the generalized Mandelbrot-Van Ness integral transform of fractional Brownian motion (fBm). The…