  In this paper we investigate the representation of a class of non Gaussian
processes, namely generalized grey Brownian motion, in terms of a weighted
integral of a stochastic process which is a solution of a certain stochastic
differential equation. In particular the underlying process can be seen as a
non Gaussian extension of the Ornstein-Uhlenbeck process, hence generalizing
the representation results of Muravlev as well as Harms and Stefanovits to the
non Gaussian case.
