A decomposition of the bifractional Brownian motion and some applications

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dc.creatorLei, Pedro
dc.creatorNualart, David
dc.date2008-03-14
dc.date.accessioned2026-07-07T09:26:55Z
dc.date.available2026-07-07T09:26:55Z
dc.descriptionIn this paper we show a decomposition of the bifractional Brownian motion with parameters H,K into the sum of a fractional Brownian motion with Hurst parameter HK plus a stochastic process with absolutely continuous trajectories. Some applications of this decomposition are discussed.
dc.identifierhttps://arxiv.org/abs/0803.2227
dc.identifierhttp://arxiv.org/abs/0803.2227
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/156922
dc.subjectProbability
dc.titleA decomposition of the bifractional Brownian motion and some applications
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