What question did this study set out to answer?

The aim is to develop a fractional Bessel process to model subdiffusive behavior and analyze its properties.

Fractional Bessel process with constant drift: Spectral analysis and queueing applications

View Full Paper

Ask AI

Bookmark

Authors

Analytical properties of a fractional Bessel process reveal insights into queueing theory and finance.

The aim is to develop a fractional Bessel process to model subdiffusive behavior and analyze its properties.
Defined a fractional Bessel process using a stable subordinator and derived its spectral representation.
Established analytical properties, including stationary distribution and correlation structure.
Applied findings to solve a specific problem in queueing theory.
The transition density of the fractional Bessel process was explicitly derived, enhancing the non-fractional understanding.
The process exhibited long-range dependence properties relevant for various complex systems.
New analytical tools were provided for applications in queueing theory and mathematical finance.

Ivan Papić (2026) studied this question.

View Full Paper

Ask AI

Bookmark