{
  "id": "1002.3680",
  "version": "v2",
  "published": "2010-02-19T08:23:35.000Z",
  "updated": "2011-05-09T11:20:44.000Z",
  "title": "An extension of bifractional Brownian motion",
  "authors": [
    "Xavier Bardina",
    "Khalifa Es-Sebaiy"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper we introduce and study a self-similar Gaussian process that is the bifractional Brownian motion $B^{H,K}$ with parameters $H\\in (0,1)$ and $K\\in(1,2)$ such that $HK\\in(0,1)$. A remarkable difference between the case $K\\in(0,1)$ and our situation is that this process is a semimartingale when $2HK=1$.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2011-05-09T11:20:44.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "bifractional brownian motion",
      "self-similar gaussian process",
      "parameters",
      "difference"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1002.3680B"
    }
  }
}