Stochastic analysis of fractional Riesz-Bessel motion

DOI10.1515/ROSE.2000.8.2.105zbMATH Open0958.60051OpenAlexW2079995990MaRDI QIDQ4516136FDOQ4516136

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)

Cited In (3)

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

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