On bifractional Brownian motion

Stochastic Processes and their Applications

Volumn 116, Issue 5, 2006, Pages 830-856

  Russo, Francesco ^a   Tudor, Ciprian A ^b  

^a UNIVERSITÉ PARIS 13   (France)

^b University Paris I Sorbonne Panthéon   (France)

Author keywords

Bifractional Brownian motion; Calculus via regularization; Dirichlet processes; Self similar processes

Indexed keywords

DIFFERENTIATION (CALCULUS); GAUSSIAN NOISE (ELECTRONIC); PARAMETER ESTIMATION; RANDOM PROCESSES;

BIFRACTIONAL BROWNIAN MOTION; CALCULUS VIA REGULARIZATION; DIRICHLET PROCESSES; FINITE QUADRATIC VARIATION; SELF-SIMILAR PROCESSES;

BROWNIAN MOVEMENT;

EID: 33748115287     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2005.11.013     Document Type: Article

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