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The increments of a bifractional Brownian motion - MaRDI portal

The increments of a bifractional Brownian motion

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Publication:4913479

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DOI10.1556/SSCMATH.2009.1101zbMath1274.60089MaRDI QIDQ4913479

Charles El-Nouty

Publication date: 5 April 2013

Published in: Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

zbMATH Keywords

law of the iterated logarithm bifractional Brownian motion comparison and concentration inequalities

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Brownian motion (60J65)

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On the Besov regularity of the bifractional Brownian motion

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