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Attributs	Valeurs
type	work Article
Is Part Of	http://hub.abes.fr/edp/periodical/ps/2015/volume_19/issue_2015/w
Subject	Positive definite functions Gaussian processes Bifractional Brownian motion fractional Brownian motion Gaussian process
Title	Bifractional Brownian motion: existence and border cases
Date	2015-01-01(xsd:dateTime)
has manifestation of work	http://hub.abes.fr/edp/periodical/ps/2015/volume_19/issue_2015/ps150015/m/print http://hub.abes.fr/edp/periodical/ps/2015/volume_19/issue_2015/ps150015/m/web
related by	http://hub.abes.fr/edp/periodical/ps/2015/volume_19/issue_2015/ps150015/authorship/2 http://hub.abes.fr/edp/periodical/ps/2015/volume_19/issue_2015/ps150015/authorship/1
Author	Lifshits Mikhail Volkova, Ksenia
Abstract	Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance. R( H,K) ( s,t) = 2 − K((\| s\| 2 H + \| t\| 2 H) K − \| t − s\| 2 HK), s,t ∈ ℝ We study the existence of bfBm for a given pair of parameters ( h, k) and encounter some related limiting processes.
article type	research-article
publisher identifier	ps150015
Date Copyrighted	2015-01-01(xsd:dateTime)
Rights	© EDP Sciences, SMAI, 2015
Rights Holder	EDP Sciences, SMAI
is part of this journal	ESAIM: Probability and Statistics
is primary topic of	http://hub.abes.fr/edp/periodical/ps/2015/volume_19/issue_2015/ps150015/w/record

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