{
  "id": "1502.02217",
  "version": "v1",
  "published": "2015-02-08T06:25:42.000Z",
  "updated": "2015-02-08T06:25:42.000Z",
  "title": "Bifractional Brownian motion: existence and border cases",
  "authors": [
    "Mikhail Lifshits",
    "Ksenia Volkova"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance \\[ R^{(H,K)}(s,t)= 2^{-K} \\left( \\left(|s|^{2H}+|t|^{2H} \\right)^{K}-|t-s|^{2HK}\\right), \\qquad s,t\\in R. \\] We study the existence of bfBm for a given pair of parameters $(H,K)$ and encounter some related limiting processes.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-02-08T06:25:42.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G15",
      "42A82"
    ],
    "keywords": [
      "bifractional brownian motion",
      "border cases",
      "centered gaussian process",
      "covariance",
      "parameters"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv150202217L"
    }
  }
}