Jacobi processes driven by fractional Brownian motion

DOI10.11650/TJM.18.2014.3288zbMath1357.60060OpenAlexW1967273861MaRDI QIDQ514713

Nguyen Tien Dung

Publication date: 9 March 2017

Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.11650/tjm.18.2014.3288

zbMATH Keywords

fractional Brownian motionMalliavin calculusJacobi processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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