Bifractional Brownian motion with parameter $K\in(1,2)$
Résumé
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 $2HK=1$.
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