A decomposition of the bifractional Brownian motion and some applications

@inproceedings{Lei2008ADO,
  title={A decomposition of the bifractional Brownian motion and some applications},
  author={Pedro Lei and David Nualart},
  year={2008}
}
In this paper we show a decomposition of the bifractional Brownian motion with parameters H,K into the sum of a fractional Brownian motion with Hurst parameter HK plus a stochastic process with absolutely continuous trajectories. Some applications of this decomposition are discussed. 
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