An Extension of Bifractional Brownian Motion

@inproceedings{Bardina2011AnEO,
  title={An Extension of Bifractional Brownian Motion},
  author={Xavier Bardina and Khalifa Es-Sebaiy},
  year={2011}
}
In this paper we introduce and study a self-similar Gaussian process that is the bifractional Brownian motion BH,K with parameters H ∈ (0, 1) and K ∈ (1, 2) such that HK ∈ (0, 1). A remarkable difference between the case K ∈ (0, 1) and our situation is that this process is a semimartingale when 2HK = 1.