Bifractional Brownian motion

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Wiener integrals, Malliavin calculus and covariance measure structure (2006, unknown): “We refer to [32] for the Brownian case, to [12] for the fractional Bownian case and to [35] for the bifractional case.”
The Jain–Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory (2013, background): “, [29, 36, 44]), that is, a centered Gaussian process B on [0, T ] with covariance function given by12 R(s, t)= 1 2K (( s2H + t2H )K − |t − s|2HK), for some H ∈ (0,1) and K ∈ (0,1].”
Some properties of the sub-fractional Brownian motion (2007, methodology): “Let us assume H 16 ] for the case of bi-fbm.”