On the Besov regularity of the bifractional Brownian motion
From MaRDI portal
Publication:5029386
DOI10.37190/0208-4147.41.2.6zbMath1485.60041arXiv2007.05780OpenAlexW3210190639MaRDI QIDQ5029386
Brahim Boufoussi, Yassine Nachit
Publication date: 14 February 2022
Published in: Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.05780
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)
Related Items (2)
Besov-Orlicz path regularity of non-Gaussian processes ⋮ On Besov regularity and local time of the solution to the stochastic heat equation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the local time of sub-fractional Brownian motion
- A decomposition of the bifractional Brownian motion and some applications
- Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion
- Besov regularity of stochastic integrals with respect to the fractional Brownian motion with parameter \(H>1/2\)
- Orlicz spaces, spline systems, and Brownian motion
- On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces
- Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\)
- Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
- Sample path properties of bifractional Brownian motion
- On the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions
- On bifractional Brownian motion
- On the convergence of sums of independent Banach space valued random variables
- Régularité de processus gaussiens
- Wiener integrals, Malliavin calculus and covariance measure structure
- An extension of bifractional Brownian motion
- Upper classes of the bifractional Brownian motion
- Mouvement brownien et espaces de besov
- MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS
- Quelques espaces fonctionnels associés à des processus gaussiens
- Besov regularity for the indefinite Skorohod integral with respect to the fractional Brownian motion: The singular case
- The increments of a bifractional Brownian motion
- Continuity in law of some additive functionals of bifractional Brownian motion
- A Kolmogorov and Tightness Criterion in Modular Besov Spaces and an Application to a Class of Gaussian Processes
- On Besov regularity of Brownian motions in infinite dimensions
This page was built for publication: On the Besov regularity of the bifractional Brownian motion
