Singularity for bifractional and trifractional Brownian motions based on their Hurst indices

05/15/2021

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by   B. L. S. Prakasa Rao, et al.

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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.