Sample Path Properties of Bifractional Brownian Motion

Let B = { B(t), t ∈ R+ } be a bifractional Brownian motion in R. We prove that B is strongly locally nondeterministic. Applying this property and a stochastic integral representation of B , we establish Chung’s law of the iterated logarithm for B , as well as sharp Hölder conditions and tail probability estimates for the local times of B . We also consider the existence and the regularity of the local times of multiparameter bifractional Brownian motion B = { B(t), t ∈ R+ } in R using Wiener-Itô chaos expansion. Running head: Sample Path Properties of Bifractional Brownian Motion 2000 AMS Classification Numbers: Primary 60G15, 60G17.