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jzadeh
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Sorry I don't have time to write a better answer. I would be willing to bet Nualart has thought about this problem at least and his answer could very well be encompassed in this paper: (In particular your problem might be a special case described in section 3)

P. Lei and D. Nualart: A decomposition of the bifractional Brownian motion and some applications. Statistics and Probability Letters 79, 619-624, 2009.

http://arxiv.org/PS_cache/arxiv/pdf/0803/0803.2227v1.pdf

Sorry I don't have time to write a better answer. I would be willing to bet Nualart has thought about this problem at least and his answer could very well be encompassed in this paper:

http://arxiv.org/PS_cache/arxiv/pdf/0803/0803.2227v1.pdf

Sorry I don't have time to write a better answer. I would be willing to bet Nualart has thought about this problem at least and his answer could very well be encompassed in this paper: (In particular your problem might be a special case described in section 3)

P. Lei and D. Nualart: A decomposition of the bifractional Brownian motion and some applications. Statistics and Probability Letters 79, 619-624, 2009.

http://arxiv.org/PS_cache/arxiv/pdf/0803/0803.2227v1.pdf

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jzadeh
  • 265
  • 1
  • 11

Sorry I don't have time to write a better answer. I would be willing to bet Nualart has thought about this problem at least and his answer could very well be encompassed in this paper:

http://arxiv.org/PS_cache/arxiv/pdf/0803/0803.2227v1.pdf