Upper classes of the bifractional Brownian motion-Reference-Cited by-同舟云学术

Upper classes of the bifractional Brownian motion

Published:2011-09-01 Issue:3 Volume:48 Page:371-407
ISSN:0081-6906
Container-title:Studia Scientiarum Mathematicarum Hungarica
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Author:

El-Nouty Charles¹,Journé Jean-Lin²

Affiliation:

1. 1 SMBH-Université Paris XIII UMR 557 Inserm/ U1125 Inra/ Cnam/ Université Paris XIII 74 rue Marcel Cachin 93017 Bobigny Cedex France

2. 2 Université Paris VI Faculté de Mathématiques 4 place Jussieu 75252 Paris Cedex 05 France

Abstract

Let {BH,K(t); t ≧ 0} be a bifractional Brownian motion with indices 0 < H < 1 and 0 < K ≦ 1. We characterize the upper classes of some increments of BH,K by an integral test.

Publisher

Akademiai Kiado Zrt.

Subject

General Mathematics

Link

https://www.akademiai.com/doi/pdf/10.1556/sscmath.48.2011.3.1180

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