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Semimartingale representation of fractional Riesz-Bessel motion

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Author Info
V.V. Anh () (School of Mathematical Sciences, Queensland University of Technology, GPO Box 2434, Brisbane, Q. 4001, Australia Manuscript)
C.N. Nguyen () (School of Mathematical Sciences, Queensland University of Technology, GPO Box 2434, Brisbane, Q. 4001, Australia Manuscript)
Abstract

Fractional Brownian motion (fBm) is fundamental in studying the phenomenon of long-range dependence in a wide range of fields. However, since fBm is not a semimartingale, some restrictions have been imposed on an fBm stochastic calculus. This paper studies fractional Riesz-Bessel motion (fRBm), which possesses many desirable properties of fBm and is a semimartingale for a range of its parameters. The prediction formula for fRBm is obtained, from which its semimartigale representation is established.

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Publisher Info
Article provided by Springer in its journal Finance and Stochastics.

Volume (Year): 5 (2001)
Issue (Month): 1 ()
Pages: 83-101
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Handle: RePEc:spr:finsto:v:5:y:2001:i:1:p:83-101

Note: received: June 1999; final version received: January 2000
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Related research
Keywords: Fractional Brownian motion; stochastic integrals; long-range dependence;

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