Semimartingale representation of fractional Riesz-Bessel motion

DOI10.1007/PL00000041zbMath0977.60062OpenAlexW2051548279MaRDI QIDQ5942934

C. N. Nguyen, V. V. Anh

Publication date: 16 September 2001

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/pl00000041

zbMATH Keywords

fractional Brownian motionlong-range dependencestochastic integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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