Some Properties of Fractional Bessel Processes Driven by Fractional Brownian Motion
نویسندگان
چکیده
Fractional Bessel processes are defined and considering the processes associated with fractional Bessel processes 1 2 1 ), ( )) ( ( ) ( 0 < < = ∫ H t dB s B sign t X H t H H ) ( ) ( ) ( 1 0 s dB s R B t Y j H d
منابع مشابه
Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion
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