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arXiv · 2105.07156

Singularity for bifractional and trifractional Brownian motions based on their Hurst indices

B. L. S. Prakasa Rao
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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.

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B. L. S. Prakasa Rao. 2021-05-15. Singularity for bifractional and trifractional Brownian motions based on their Hurst indices. https://arxiv.org/abs/2105.07156

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