An extension of bifractional Brownian motion

zbMath1331.60063arXiv1002.3680MaRDI QIDQ2787476

Khalifa Es-Sebaiy, Xavier Bardina

Publication date: 4 March 2016

Full work available at URL: https://arxiv.org/abs/1002.3680

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

Related Items (13)

Bounds for the expected supremum of some non-stationary Gaussian processes ⋮ Approximation to two independent Gaussian processes from a unique Lévy process and applications ⋮ Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences ⋮ Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes ⋮ On limit theorems of some extensions of fractional Brownian motion and their additive functionals ⋮ 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 \(2HK\leq 1\) ⋮ A Probabilistic Inequality Related to Negative Definite Functions ⋮ Small-time asymptotics for Gaussian self-similar stochastic volatility models ⋮ Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion ⋮ On the Besov regularity of the bifractional Brownian motion

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