Φ-Variation of a bifractional Brownian motion

Abstract

Let BH,K = {BH,K(t)}t⩾0 be a bifractional Brownian motion with parameters H ∈ (0, 1) and K ∈ (0, 1]. For a function Φ: [0, ∞) → [0, ∞) and for a partition κ = {ti}ni=0 of an interval [0, T] with T > 0, let {ie418-01}. We prove that, for a suitable Φ depending on H and K, {ie418-02} almost surely.