On the Besov regularity of the bifractional Brownian motion

Pub Date : 2020-07-11 DOI:10.37190/0208-4147.41.2.6
B. Boufoussi, Yassine Nachit
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引用次数: 3

Abstract

Our aim in this paper is to improve Holder continuity results for the bifractional Brownian motion (bBm) $(B^{\alpha,\beta}(t))_{t\in[0,1] }$ with $0 \frac{1}{2}$ in the Holder spaces $\mathcal{C}^{\gamma}$, with $\gamma<\alpha \beta$.
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双分布朗运动的Besov正则性
本文的目的是改进Holder空间$\mathcal{C}^{\gamma}$和$\gamma<\alpha \beta$中含有$0 \frac{1}{2}$的双分数布朗运动(bBm) $(B^{\alpha,\beta}(t))_{t\in[0,1] }$的Holder连续性结果。
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