Alili, Larbi; Wu, Ching-Tang - In: Stochastic Processes and their Applications 119 (2009) 4, pp. 1386-1399
A class of Volterra transforms, preserving the Wiener measure, with kernels of Goursat type is considered. Such kernels satisfy a self-reproduction property. We provide some results on the inverses of the associated Gramian matrices which lead to a new self-reproduction property. A connection to...