Geodesic
Bifractional Brownian motion: existence and border cases
Lifshits, Mikhail1, 2  ; Volkova, Ksenia1
1 St. Petersburg State University, 28 Stary, Peterhof, Bibliotechnaya pl.,2, 198504 St. Petersburg, Russia.
2 MAI, Linköping University, 58183 Linköping, Sweden.
ESAIM: Probability and Statistics, Tome 19 (2015), pp. 766-781 Cet article a éte moissonné depuis la source Numdam

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Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance R ( H , K ) ( s , t ) = 2 - K ( | s | 2 H + | t | 2 H ) K - | t - s | 2 HK , s , t ∈ ℝ

We study the existence of bfBm for a given pair of parameters ( H , K ) and encounter some related limiting processes.

DOI : 10.1051/ps/2015015
Classification : 60G15, 42A82
Keywords: Bifractional Brownian motion, Gaussian process, fractional Brownian motion

Lifshits, Mikhail 1, 2 ; Volkova, Ksenia 1

1 St. Petersburg State University, 28 Stary, Peterhof, Bibliotechnaya pl.,2, 198504 St. Petersburg, Russia.
2 MAI, Linköping University, 58183 Linköping, Sweden. 
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     title = {Bifractional {Brownian} motion: existence and border cases},
     journal = {ESAIM: Probability and Statistics},
     pages = {766--781},
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     publisher = {EDP-Sciences},
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Lifshits, Mikhail; Volkova, Ksenia. Bifractional Brownian motion: existence and border cases. ESAIM: Probability and Statistics, Tome 19 (2015), pp. 766-781. doi: 10.1051/ps/2015015

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