Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\)
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Publication:6152268
DOI10.1016/j.spl.2023.110008arXiv2304.06328OpenAlexW4389166140MaRDI QIDQ6152268
Kostiantyn Ralchenko, Yuliya S. Mishura
Publication date: 13 February 2024
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2304.06328
Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)
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