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Research Article | Open Access

Limits of sub-bifractional Brownian noises

School of Mathematics and Computing Science, Hunan University of Science and Technology, Hunan 411201, China
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Abstract

Let S H , K = { S t H , K , t 0 } be the sub-bifractional Brownian motion (sbfBm) of dimension 1, with indices H ( 0 , 1 ) and K ( 0 , 1 ] . We primarily prove that the increment process generated by the sbfBm { S h + t H , K S h H , K , t 0 } converges to { B t H K , t 0 } as h , where { B t H K , t 0 } is the fractional Brownian motion with Hurst index H K. Moreover, we study the behavior of the noise associated to the sbfBm and limit theorems to S H , K and the behavior of the tangent process of sbfBm.

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Electronic Research Archive
Pages 1240-1252

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Cite this article:
Kuang N. Limits of sub-bifractional Brownian noises. Electronic Research Archive, 2023, 31(3): 1240-1252. https://doi.org/10.3934/era.2023063

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Received: 19 July 2022
Revised: 12 November 2022
Accepted: 21 December 2022
Published: 15 March 2023
©2023 the Author(s), licensee AIMS Press.

This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)