On the Besov regularity of the bifractional Brownian motion
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Publication:5029386
Abstract: Our aim in this paper is to improve H"{o}lder continuity results for the bifractional Brownian motion (bBm) with and . We prove that almost all paths of the bBm belong (resp. do not belong) to the Besov spaces (resp. ) for any , where is a separable subspace of . We also show the It^{o}-Nisio theorem for the bBm with in the H"{o}lder spaces , with .
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