Stochastic analysis of fractional Riesz-Bessel motion

DOI10.1515/rose.2000.8.2.105zbMath0958.60051OpenAlexW2079995990MaRDI QIDQ4516136

V. V. Anh, C. N. Nguyen

Publication date: 27 November 2000

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2000.8.2.105

zbMATH Keywords

Itô formulastochastic integralsdominated convergence theoremfractional Riesz-Bessel motionstochastic mean value theorem

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items

Sample path properties of fractional Riesz–Bessel field of variable order