Jacobi processes driven by fractional Brownian motion

DOI10.11650/TJM.18.2014.3288MaRDI QIDQ514713zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(6)

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

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