| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153127 | Statistics & Probability Letters | 2009 | 6 Pages |
Abstract
In this paper we have shown a decomposition of the bifractional Brownian motion with parameters H,KH,K into the sum of a fractional Brownian motion with Hurst parameter HKHK plus a stochastic process with absolutely continuous trajectories. Some applications of this decomposition are discussed.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Pedro Lei, David Nualart,