Fractional diffusion Bessel processes with Hurst index H∈(0,12)
Author:
Funder
Stiftelsen för Strategisk Forskning
Japan Science and Technology Agency
Research Council of Norway
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference22 articles.
1. Models for fractional Riesz–Bessel motion and related processes;Anh;Fractals,2001
2. Complements on the Hilbert transform and the fractional derivative of Brownian local times;Bertoin;J. Math. Kyoto Univ.,1990
3. On the 1H-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter H<12;Essaky;Stochastic Process. Appl.,2015
4. The 1/H-variation of the divergence integral with respect to the fractional Brownian motion for H>1/2 and fractional Bessel processes;Guerra;Stochastic Process. Appl.,2005
5. Some processes associated with fractional Bessel processes;Hu;J. Theoret. Probab.,2005
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