Sample Path Properties of Bifractional Brownian Motion
| dc.creator | Tudor, Ciprian | |
| dc.creator | Xiao, Yimin | |
| dc.date | 2006-06-29 | |
| dc.date | 2007-12-04 | |
| dc.date.accessioned | 2026-07-07T08:47:01Z | |
| dc.date.available | 2026-07-07T08:47:01Z | |
| dc.description | Let $B^{H, K}= \big\{B^{H, K}(t), t \in \R_+ \big\}$ be a bifractional Brownian motion in $\R^d$. We prove that $B^{H, K}$ is strongly locally nondeterministic. Applying this property and a stochastic integral representation of $B^{H, K}$, we establish Chung's law of the iterated logarithm for $B^{H, K}$, as well as sharp Hölder conditions and tail probability estimates for the local times of $B^{H, K}$. We also consider the existence and the regularity of the local times of multiparameter bifractional Brownian motion $B^{\bar{H}, \bar{K}}= \big\{B^{\bar{H}, \bar{K}}(t), t \in \R^N_+ \big\}$ in $\R^d$ using Wiener-Itô chaos expansion. | |
| dc.identifier | https://arxiv.org/abs/math/0606753 | |
| dc.identifier | http://arxiv.org/abs/math/0606753 | |
| dc.identifier | Bernoulli 13, 4 (2007) 1023-1052 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/143451 | |
| dc.subject | Probability | |
| dc.title | Sample Path Properties of Bifractional Brownian Motion | |
| dc.type | text |