文献类型：期刊文献

中文题名：REMARKS ON SUB-FRACTIONAL BESSEL PROCESSES

英文题名：REMARKS ON SUB-FRACTIONAL BESSEL PROCESSES

作者：Shen Guangjun[1,2];Chen Chao[1];Yam Litan[3]

机构：[1]E China Univ Sci & Technol, Dept Math, Shanghai 200237, Peoples R China;[2]Anhui Normal Univ, Dept Math, Wuhu 241000, Peoples R China;[3]Donghua Univ, Dept Math, Shanghai 201620, Peoples R China

年份：2011

卷号：31

期号：5

起止页码：1860

中文期刊名：Acta Mathematica Scientia

外文期刊名：ACTA MATHEMATICA SCIENTIA

收录：CSTPCD;;Scopus;WOS:【SCI-EXPANDED(收录号:WOS:000295352500016)】；CSCD:【CSCD2011_2012】；

基金：Received March 3, 2010. Supported by the NSFC (10871041) and Key NSF of Anhui Educational Committe (KJ2011A139).

语种：英文

中文关键词：sub-fractional Brownian motion; Malliavin calculus; sub-fractional Bessel processes; chaos expansion

外文关键词：sub-fractional Brownian motion; Malliavin calculus; sub-fractional Bessel processes; chaos expansion

摘要：Let S = {（St1,···,Std ）}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 formwhere Rt = （（St1）2＋···＋（Std）2）~1/2 is the sub-fractional Bessel process.
Let S = {(S-t(1), ..., S-t(d))}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 X-t :=Sigma(d)(i=1) integral(t)(0) S-s(i)/R(s)dS(s)(i), d >= 1, where R-t = root(s(t)(1))(2) + ... + (s(t)(d))(2) is the sub-fractional Bessel process.