Limits of sub-bifractional Brownian noises
Let $ S^{H, K} = \{S^{H, K}_t, t\geq 0\} $ be the sub-bifractional Brownian motion (sbfBm) of dimension 1, with indices $ H\in (0, 1) $ and $ K\in (0, 1]. $ We primarily prove that the increment process generated by the sbfBm $ \left\{S^{H, K}_{h+t}-S^{H, K}_h, t\geq 0\right\} $ converges to $ \left...
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| Format: | Article |
| Language: | English |
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AIMS Press
2023-01-01
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| Series: | Electronic Research Archive |
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| Online Access: | https://www.aimspress.com/article/doi/10.3934/era.2023063?viewType=HTML |