The increments of a bifractional Brownian motion
Let { BH;K ( t ), t ≧ 0} be a bifractional Brownian motion with indexes 0 < H < 1 and 0 < K ≦ 1 and define the statistic \documentclass{aastex} \usepackage{amsbsy} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{bm} \usepackage{mathrsfs} \usepackage{pifont} \usepackage{stmaryrd} \usepackage{textcomp} \usepackage{upgreek} \usepackage{portland,xspace} \usepackage{amsmath,amsxtra} \usepackage{bbm} \pagestyle{empty} \DeclareMathSizes{10}{9}{7}{6} \begin{document} $$V_T = \mathop {\sup }\limits_{0 \leqq s \leqq T - a_T } \beta _T \left| {B_{H,K} (s + a_T ) - B_{H,K} (s)} \right|$$ \end{document} where βT and αT are suitably chosen functions of T ≧ 0. We establish some laws of the iterated logarithm for VT .