Jacobi processes driven by fractional Brownian motion

DOI10.11650/TJM.18.2014.3288zbMATH Open1357.60060OpenAlexW1967273861MaRDI QIDQ514713FDOQ514713

Authors: Nguyen Tien Dung 

Publication date: 9 March 2017

Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.11650/tjm.18.2014.3288

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zbMATH Keywords

Malliavin calculusfractional Brownian motionJacobi processes

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (6)

• Jacobi radial stable processes
• Fractional Lévy Cox-Ingersoll-Ross and Jacobi processes
• Fluctuations of \(\beta\)-Jacobi product processes
• Dirichlet form analysis of the Jacobi process
• β-Jacobi processes
• Ergodicity of a generalized Jacobi equation and applications

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