International audienceLet $B^{H,K}=\left (B^{H,K}_{t}, t\geq 0\right )$ be a bifractional Brownian motion with two parameters $H\in (0,1)$ and $K\in(0,1]$. The main result of this paper is that the increment process generated by the bifractional Brownian motion $\left( B^{H,K}_{h+t} -B^{H,K} _{h}, t\geq 0\right)$ converges when $h\to \infty$ to $\left (2^{(1-K)/{2}}B^{HK} _{t}, t\geq 0\right )$, where $\left (B^{HK}_{t}, t\geq 0\right)$ is the fractional Brownian motion with Hurst index $HK$. We also study the behavior of the noise associated to the bifractional Brownian motion and limit theorems to $B^{H,K}$
AbstractA stochastic differential equation involving both a Wiener process and fractional Brownian m...
We consider the persistence probability for the integrated fractional Brownian motion and the fracti...
Define the incremental fractional Brownian field Z(H)(tau, S) = B-H (S+tau) By (S), H E (0, 1), wher...
International audienceLet $B^{H,K}=\left (B^{H,K}_{t}, t\geq 0\right )$ be a bifractional Brownian m...
International audienceIn this paper we introduce and study a self-similar Gaussian process that is t...
Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance \[ R^{(H,K)}(...
This paper is devoted to analyze several properties of the bifractional Brownian motion introduced b...
AbstractThis paper is devoted to analyzing several properties of the bifractional Brownian motion in...
http://projecteuclid.org/euclid.bj/1194625601International audienceLet BH, K={BH, K(t), t \in R +} b...
Let B=Bt1,…,Btdt≥0 be a d-dimensional bifractional Brownian motion and Rt=Bt12+⋯+Btd2 be the bifract...
This paper is devoted to analyze several properties of the bifractional Brownian motion introduced b...
summary:We consider a stochastic process $X_t^x$ which solves an equation \[ {\mathrm d}X_t^x = AX_...
International audienceThe main result of this paper is a limit theorem which shows the convergence i...
This is the published version, also available here: http://www.dx.doi.org/10.1214/12-AOP825.We prove...
summary:Let $B^{H_{i},K_i}=\{B^{H_{i},K_i}_t, t\geq 0 \}$, $i=1,2$ be two independent, $d$-dimensio...
AbstractA stochastic differential equation involving both a Wiener process and fractional Brownian m...
We consider the persistence probability for the integrated fractional Brownian motion and the fracti...
Define the incremental fractional Brownian field Z(H)(tau, S) = B-H (S+tau) By (S), H E (0, 1), wher...
International audienceLet $B^{H,K}=\left (B^{H,K}_{t}, t\geq 0\right )$ be a bifractional Brownian m...
International audienceIn this paper we introduce and study a self-similar Gaussian process that is t...
Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance \[ R^{(H,K)}(...
This paper is devoted to analyze several properties of the bifractional Brownian motion introduced b...
AbstractThis paper is devoted to analyzing several properties of the bifractional Brownian motion in...
http://projecteuclid.org/euclid.bj/1194625601International audienceLet BH, K={BH, K(t), t \in R +} b...
Let B=Bt1,…,Btdt≥0 be a d-dimensional bifractional Brownian motion and Rt=Bt12+⋯+Btd2 be the bifract...
This paper is devoted to analyze several properties of the bifractional Brownian motion introduced b...
summary:We consider a stochastic process $X_t^x$ which solves an equation \[ {\mathrm d}X_t^x = AX_...
International audienceThe main result of this paper is a limit theorem which shows the convergence i...
This is the published version, also available here: http://www.dx.doi.org/10.1214/12-AOP825.We prove...
summary:Let $B^{H_{i},K_i}=\{B^{H_{i},K_i}_t, t\geq 0 \}$, $i=1,2$ be two independent, $d$-dimensio...
AbstractA stochastic differential equation involving both a Wiener process and fractional Brownian m...
We consider the persistence probability for the integrated fractional Brownian motion and the fracti...
Define the incremental fractional Brownian field Z(H)(tau, S) = B-H (S+tau) By (S), H E (0, 1), wher...