Fractional diffusion Bessel processes with Hurst index $H\in(0,\frac12)$
Yuliya Mishura, Kostiantyn Ralchenko·2023-04-13·via math.PR updates on arXiv.org
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.