Semimartingale representation of fractional Riesz-Bessel motion

Vo V. Anh, C. N. Nguyen. Semimartingale representation of fractional Riesz-Bessel motion. Finance and Stochastics, 5(1):83-101, 2001. [doi]

Authors

Vo V. Anh

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C. N. Nguyen

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