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Singularity of Subfractional Brownian Motions with Different Hurst Indices |
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| Authors: | B. L. S. Prakasa Rao |
| Affiliation: | 1. Department of Mathematics and Statistics , University of Hyderabad , Hyderabad , India blsprao@gmail.com |
| Abstract: | We prove that the probability measures generated by two subfractional Brownian motions with different Hurst indices are singular with respect to each other. |
| Keywords: | Hurst index Singularity Subfractional Brownian motion |