PreprintarXiv licencearXiv
Quasihelix properties of selected Volterra Gaussian processes
Abstract
We study local quasihelix and generalized quasihelix properties of several Gaussian Volterra processes with tempered, power-weighted, and logarithmic kernels, including tempered fractional Brownian motions and generalized fractional Brownian motion-type processes. These properties depend significantly on the values of the parameters involved, and we consider all possible cases in detail.
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BibTeX
@misc{mishura2026quasihelix,
title = {{Quasihelix properties of selected Volterra Gaussian processes}},
author = {Yuliya Mishura and Kostiantyn Ralchenko},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2605.20026},
eprint = {2605.20026},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2605.20026},
}
RIS
TY - UNPB
TI - Quasihelix properties of selected Volterra Gaussian processes
AU - Yuliya Mishura
AU - Kostiantyn Ralchenko
PY - 2026
DA - 2026/10/26
PB - arXiv
DO - 10.48550/arxiv.2605.20026
UR - https://arxiv.org/abs/2605.20026
AB - We study local quasihelix and generalized quasihelix properties of several Gaussian Volterra processes with tempered, power-weighted, and logarithmic kernels, including tempered fractional Brownian motions and generalized fractional Brownian motion-type processes. These properties depend significantly on the values of the parameters involved, and we consider all possible cases in detail.
ER -