{"title":"积分Jacobi扩散过程的尾分布","authors":"N. Dung, Trinh Nhu Quynh","doi":"10.19139/soic-2310-5070-760","DOIUrl":null,"url":null,"abstract":"In this paper, we study the distribution of the integrated Jacobi diffusion processes with Brownian noise and fractional Brownian noise. Based on techniques of Malliavin calculus, we develop a unified method to obtain explicit estimates for the tail distribution of these integrated diffusions.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"790-800"},"PeriodicalIF":0.0000,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Tail distribution of the integrated Jacobi diffusion process\",\"authors\":\"N. Dung, Trinh Nhu Quynh\",\"doi\":\"10.19139/soic-2310-5070-760\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we study the distribution of the integrated Jacobi diffusion processes with Brownian noise and fractional Brownian noise. Based on techniques of Malliavin calculus, we develop a unified method to obtain explicit estimates for the tail distribution of these integrated diffusions.\",\"PeriodicalId\":93376,\"journal\":{\"name\":\"Statistics, optimization & information computing\",\"volume\":\"8 1\",\"pages\":\"790-800\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-07-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Statistics, optimization & information computing\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.19139/soic-2310-5070-760\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistics, optimization & information computing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.19139/soic-2310-5070-760","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Tail distribution of the integrated Jacobi diffusion process
In this paper, we study the distribution of the integrated Jacobi diffusion processes with Brownian noise and fractional Brownian noise. Based on techniques of Malliavin calculus, we develop a unified method to obtain explicit estimates for the tail distribution of these integrated diffusions.
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