Bifractional Brownian motion: existence and border cases

DOI10.1051/ps/2015015zbMath1333.60075arXiv1502.02217OpenAlexW2111714391MaRDI QIDQ2786503

Ksenia Volkova, Mikhail Lifshits

Publication date: 12 February 2016

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.02217

zbMATH Keywords

fractional Brownian motionGaussian processbifractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22)

Related Items (8)

Peakedness and convex ordering for elliptically contoured random fields ⋮ Notes on spherical bifractional Brownian motion ⋮ Vector random fields on the probability simplex with metric-dependent covariance matrix functions ⋮ Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres ⋮ Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion ⋮ Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes ⋮ Bifractional Brownian motion: existence and border cases ⋮ Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\)

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