Fractional diffusion Bessel processes with Hurst index $H\in(0,\frac12)$

Mishura, Yuliya; Ralchenko, Kostiantyn

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Fractional diffusion Bessel processes with Hurst index $H\in(0,\frac12)$

by Mishura, Yuliya, Ralchenko, Kostiantyn

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English2023

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We introduce fractional diffusion Bessel process with Hurst index $H\in(0,\frac12)$, derive a stochastic differential equation for it, and study the asymptotic properties of its sample paths.

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Language: English
Published: 2023
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Fractional diffusion Bessel processes with Hurst index $H\in(0,\frac12)$ by Mishura, Yuliya; Ralchenko, Kostiantyn is a scholarly article available to read on EtoBox.

Author: Mishura, Yuliya; Ralchenko, Kostiantyn
Published: 2023
Language: EN

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Fractional diffusion Bessel processes with Hurst index $H\in(0,\frac12)$

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