Fractional diffusion Bessel processes with Hurst index H∈(0,21)
Yuliya MishuraKostiantyn Ralchenko
所有作者
Yuliya MishuraKostiantyn Ralchenko
文献摘要
We introduce fractional diffusion Bessel process with Hurst index H∈(0,21), derive a stochastic differential equation for it, and study the asymptotic properties of its sample paths.