Singularity for bifractional and trifractional Brownian motions based on their Hurst indices
arXiv:2105.07156
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.