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Remarks on sub-fractional Bessel processes |
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| Authors: | Shen Guangjun Chen Chao Yan Litan |
| Institution: | aDepartment of Mathematics, East China University of Science and Technology, Shanghai 200237, China;bDepartment of Mathematics, Anhui Normal University, Wuhu 241000, China;cDepartment of Mathematics, East China University of Science and Technology, Shanghai 200237, China;dDepartment of Mathematics, Donghua University, Shanghai 201620, China |
| Abstract: | Let S = {(S1t,…,Sdt)}t≥0 denote a d-dimensional sub-fractional Brownian motion with index H≥1/2. In this paper we study some properties of the process X of the form
 where
 is the sub-fractional Bessel process. |
| Keywords: | sub-fractional Brownian motion Malliavin calculus sub-fractional Bessel processes chaos expansion |
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