Sample path properties of bifractional Brownian motion

DOI10.3150/07-BEJ6110zbMath1132.60034arXivmath/0606753OpenAlexW2149660993MaRDI QIDQ2469664

Ciprian A. Tudor, Yimin Xiao

Publication date: 6 February 2008

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0606753

zbMATH Keywords

Hausdorff dimensionlevel setlocal timeschaos expansionsmall ball probabilitybifractional Brownian motionChung's law of the iterated logarithmself-similar Gaussian processesmultiple Wiener-Itô stochastic integrals

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Local time and additive functionals (60J55)

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