Some properties of bifractional Bessel processes driven by bifractional Brownian motion

DOI10.1155/2020/7037602zbMath1459.60087OpenAlexW3093328642MaRDI QIDQ2209684

Rui Guo, Xichao Sun, Ming Li

Publication date: 4 November 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/7037602

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22)

Related Items

Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\)

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