title: Bifractional Brownian motion: existence and border cases
metadata.name: dc.contributor.author
metadata.value: Mikhail Lifshits
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Ksenia Volkova
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2016-04-12T18:43:26Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2016-04-12T18:43:26Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2015-02-08
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/2071
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: Bifractional Brownian motion (bfBm) is a centered Gaussian process with
  covariance \[
    R^{(H,K)}(s,t)=
    2^{-K} \left( \left(|s|^{2H}+|t|^{2H} \right)^{K}-|t-s|^{2HK}\right),
    \qquad s,t\in R. \] We study the existence of bfBm for a given pair of
  parameters $(H,K)$ and encounter some related limiting processes.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: en
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: ESAIM: Probability and Statistics
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Mathematics - Probability
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Mathematics - Probability
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: 60G15, 42A82
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Bifractional Brownian motion: existence and border cases
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 1502.02217v3.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/2071/1/1502.02217v3.pdf
resources.format: Adobe PDF
resources.size: 351,23 kB