Singularity for bifractional and trifractional Brownian motions based on their Hurst indices
Abstract
We study sufficient conditions which ensure that the probability measures generated by two bifractional Brownian motions on an interval [0,1] are singular with respect to each other and sufficient conditions for the probability measures generated by two trifractional Brownian motions on an interval [0,1] are singular with respect to each other.
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