  Bifractional Brownian motion (bfBm) is a centered Gaussian process with
covariance \[
  R^{(H,K)}(s,t)=
  2^{-K} \left( \left(|s|^{2H}+|t|^{2H} \right)^{K}-|t-s|^{2HK}\right),
  \qquad s,t\in R. \] We study the existence of bfBm for a given pair of
parameters $(H,K)$ and encounter some related limiting processes.
