Fractionally integrated Bessel process
Volume: 477, Issue: 2250, Pages: 20200934 - 20200934
Published: Jun 1, 2021
Abstract
We consider a fractionally integrated Bessel process defined by Y s δ , H = ∫ 0 ∞ ( ...
Paper Details
Title
Fractionally integrated Bessel process
Published Date
Jun 1, 2021
Volume
477
Issue
2250
Pages
20200934 - 20200934
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