  The generalized fractional Brownian motion is a Gaussian self-similar process
whose increments are not necessarily stationary. It appears in applications as
the scaling limit of a shot noise process with a power law shape function and
non-stationary noises with a power-law variance function. In this paper we
study sample path properties of the generalized fractional Brownian motion,
including Holder continuity, path differentiability/non-differentiability, and
functional and local Law of the Iterated Logarithms.
