Sample path properties of bifractional Brownian motion
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Publication:2469664
Abstract: Let be a bifractional Brownian motion in . We prove that is strongly locally nondeterministic. Applying this property and a stochastic integral representation of , we establish Chung's law of the iterated logarithm for , as well as sharp H"older conditions and tail probability estimates for the local times of . We also consider the existence and the regularity of the local times of multiparameter bifractional Brownian motion in using Wiener-It^o chaos expansion.
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