Acta mathematica scientia, Series B >
REMARKS ON SUB-FRACTIONAL BESSEL PROCESSES
Received date: 2010-03-03
Online published: 2011-09-20
Supported by
Supported by the NSFC (10871041) and Key NSF of Anhui Educational Committe (KJ2011A139).
Let S = {(S1t , ···, Sdt )}t≥0 denote a d-dimensional sub-fractional Brownianmotion with index H ≥ 1/2. In this paper we study some properties of the process X of the form
Xt :=∑di=1∫ t0Sis/RsdSis, d ≥ 1,
where Rt =√(S1t )2 + ··· + (Sdt )2 is the sub-fractional Bessel process.
SHEN Guang-Jun , CHEN Chao , YAN Li-Tan . REMARKS ON SUB-FRACTIONAL BESSEL PROCESSES[J]. Acta mathematica scientia, Series B, 2011 , 31(5) : 1860 -1876 . DOI: 10.1016/S0252-9602(11)60366-4
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