Singularity for bifractional and trifractional Brownian motions based on their Hurst indices
Probability
2021-05-18 v1 Statistics Theory
Statistics Theory
Abstract
We study sufficient conditions which ensure that the probability measures generated by two bifractional Brownian motions on an interval [0,1] are singular with respect to each other and sufficient conditions for the probability measures generated by two trifractional Brownian motions on an interval [0,1] are singular with respect to each other.
Keywords
Cite
@article{arxiv.2105.07156,
title = {Singularity for bifractional and trifractional Brownian motions based on their Hurst indices},
author = {B. L. S. Prakasa Rao},
journal= {arXiv preprint arXiv:2105.07156},
year = {2021}
}