A NOTE ON JUMPS-FRACTIONAL PROCESSES
Keywords:
Fractional stochastic process with jumps, L2-semimartingale approximation
Abstract
In this note we study some stochastic processes having jumps at some times τ1,...,τn,... and which, between two jumps, satify a stochastic differential equation driven by a fractional Brownian motion.
Published
2020-02-06
Section
Articles