Abstract
In this note, we obtain the expression of the characteristic fucntion of the random variable <TEX>$\int_o^TB_s^{{\alpha},{\beta}}dB_s^{H,K}$</TEX>, where <TEX>$B^{{\alpha},{\beta}}$</TEX> and <TEX>$B^{H,K}$</TEX> are two independent bifractional Brownian motions with indices <TEX>${\alpha}{\in}(0,1),{\beta}{\in}(0, 1]$</TEX> and <TEX>$HK{\in}(\frac{1}{2},\;1)$</TEX> respectively.
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