Sample path properties of bifractional Brownian motion

Bernoulli

Volumn 13, Issue 4, 2007, Pages 1023-1052

  Tudor, Ciprian A ^a   Xiao, Yimin ^b  

^a University Paris I Sorbonne Panthéon   (France)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Bifractional Brownian motion; Chaos expansion; Chung's law of the iterated logarithm; Hausdorff dimension; Level set; Local times; Multiple Wiener It 's stochastic integrals; Self similar Gaussian processes; Small ball probability

Indexed keywords

EID: 47249099715     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/07-BEJ6110     Document Type: Article

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