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Some Processes Associated with Fractional Bessel Processes · Study

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ArticleSome Processes Associated with Fractional Bessel Processes

Yaozhong Hu2005

OA

Articlegreen2005

Some Processes Associated with Fractional Bessel Processes

Yaozhong Hu · David Nualart

25 citations·0/0 files stored·Journal of Theoretical Probability

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Stochastic processes and financial applications Stochastic processes and statistical mechanics Fractional Differential Equations Solutions

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References

2000Stochastic Calculus for Fractional Brownian Motion I. Theory 2005Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)2001Tanaka formula for the fractional Brownian motion 2004The 1/H -variation of the divergence integral with respect to the fractional Brownian motion for H>1/2 and fractional Bessel processes 2002CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS

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Year2005

Typearticle

Published2005-04-01

VenueJournal of Theoretical Probability

ISSN-L0894-9840

Languageen

Citations25

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s10959-005-3508-7

openalex_workW1978261286

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