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THE LAW OF A STOCHASTIC INTEGRAL WITH TWO INDEPENDENT BIFRACTIONAL BROWNIAN MOTIONS
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 Title & Authors
THE LAW OF A STOCHASTIC INTEGRAL WITH TWO INDEPENDENT BIFRACTIONAL BROWNIAN MOTIONS
Liu, Junfeng;
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 Abstract
In this note, we obtain the expression of the characteristic fucntion of the random variable , where and are two independent bifractional Brownian motions with indices and respectively.
 Keywords
bifractional Brownian motion;stochastic integral;characteristic function;
 Language
English
 Cited by
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The Schoenberg - Lévy kernel and relationships among fractional Brownian motion, bifractional Brownian motion, and others, Теория вероятностей и ее применения, 2012, 57, 4, 744  crossref(new windwow)
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