M\"untz linear transforms of Brownian motion
  We consider a class of linear Volterra transforms of Brownian motion associated to a sequence of M\"untz Gaussian spaces and determine explicitly their kernels; some interesting links with M\"untz-Legendre polynomials are provided. This gives new explicit examples of progressive Gaussian enlargement of the Brownian filtration. By exploiting a link to stationarity, we give a necessary and sufficient condition for the existence of kernels of infinite order associated to an infinite dimensional M\"untz Gaussian space; we also examine when the transformed Brownian motion remains a semimartingale in the filtration of the original process. 
Larbi Alili and Ching-Tang Wu
math.PR