Some properties of bifractional Bessel processes driven by bifractional Brownian motion

DOI10.1155/2020/7037602MaRDI QIDQ2209684zbMATH OpenOpenAlexFDO

Authors Xichao Sun, Rui Guo, Ming Li

Publication date 4 November 2020

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2020/7037602

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22)

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Cites work

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Cited in

(4)

• Some processes associated with fractional Bessel processes
• Remarks on sub-fractional Bessel processes
• scientific article; zbMATH DE number 2149889 (Why is no real title available?)
• Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\)

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