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    Limits of sub-bifractional Brownian noises

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    Let SH,K={StH,K,t≥0} S^{H, K} = \{S^{H, K}_t, t\geq 0\} be the sub-bifractional Brownian motion (sbfBm) of dimension 1, with indices H∈(0,1) H\in (0, 1) and K∈(0,1]. K\in (0, 1]. We primarily prove that the increment process generated by the sbfBm {Sh+tH,K−ShH,K,t≥0} \left\{S^{H, K}_{h+t}-S^{H, K}_h, t\geq 0\right\} converges to {BtHK,t≥0} \left\{B^{HK}_t, t\geq 0\right\} as h→∞ h\rightarrow \infty , where {BtHK,t≥0} \left\{B^{HK}_t, t\geq 0\right\} is the fractional Brownian motion with Hurst index HK HK . Moreover, we study the behavior of the noise associated to the sbfBm and limit theorems to SH,K S^{H, K} and the behavior of the tangent process of sbfBm
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