Stochastic analysis of fractional Riesz-Bessel motion

DOI10.1515/ROSE.2000.8.2.105MaRDI QIDQ4516136zbMATHOpenAlexFDO

Authors Vo V. Anh, C. N. Nguyen

Publication date 27 November 2000

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.2000.8.2.105

zbMATH Keywords

stochastic integralsdominated convergence theoremfractional Riesz-Bessel motionItô formulastochastic mean value theorem

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Recommendations

• Semimartingale representation of fractional Riesz-Bessel motion
• Stochastic representation of fractional Bessel-Riesz motion
• Some processes associated with fractional Bessel processes
• Stochastic integration with respect to fractional Brownian motion defined by non-uniform Riemann
• The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes

Cited in

(4)

• Semimartingale representation of fractional Riesz-Bessel motion
• Stochastic representation of fractional Bessel-Riesz motion
• Sample path properties of fractional Riesz–Bessel field of variable order
• The Wiener-Hopf integral equation for fractional Riesz-Bessel motion

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