An extension of the standard multifractional Brownian motion

M. Ait Ouahra, M. Mellouk, H. Ouahhabi +1

In this paper, firstly, we generalize the definition of the bifractional Brownian motion $B^{H,K}:=(B^{H,K};t\ge 0)$, with parameters $H\in (0,1)$ and $K\in (0,1]$, to t…