Remarks on sub-fractional Bessel processes

DOI10.1016/S0252-9602(11)60366-4zbMath1249.60076OpenAlexW2063788370MaRDI QIDQ423300

Litan Yan, Chao Chen, Guang Jun Shen

Publication date: 1 June 2012

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(11)60366-4

zbMATH Keywords

Malliavin calculuschaos expansionsub-fractional Brownian motionsub-fractional Bessel processes

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18)

Related Items (7)

Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\) ⋮ Stochastic integration with respect to the sub-fractional Brownian motion with ⋮ Some properties of bifractional Bessel processes driven by bifractional Brownian motion ⋮ The generalized Bouleau-Yor identity for a sub-fractional Brownian motion ⋮ On the convergence to the multiple subfractional Wiener-Itō integral ⋮ An Approximation of Subfractional Brownian Motion ⋮ Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation

This page was built for publication: Remarks on sub-fractional Bessel processes