Quasihelix properties of selected Volterra Gaussian processes

TL;DR

This paper investigates the quasihelix properties of various Gaussian Volterra processes, analyzing how these properties depend on different parameters and covering multiple cases.

Contribution

It provides a comprehensive analysis of local quasihelix and generalized quasihelix properties for Gaussian Volterra processes with diverse kernels, including fractional Brownian motions.

Findings

Quasihelix properties vary significantly with parameters.

Detailed case analysis for different kernel types.

Insights into the dependence of properties on process parameters.

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.