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Fractional diffusion Bessel processes with Hurst index $H\in(0,\frac12)$

Published 13 Apr 2023 in math.PR | (2304.06328v1)

Abstract: We introduce fractional diffusion Bessel process with Hurst index $H\in(0,\frac12)$, derive a stochastic differential equation for it, and study the asymptotic properties of its sample paths.

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