Some Processes Associated with Fractional Bessel Processes

Yaozhong Hu, David Nualart

Let $B=\{(B_t^1,...,B_t^d),t\ge 0\}$ be a $d$-dimensional fractional Brownian motion with Hurst parameter $H$ and let $R_{t}=% \sqrt{(B_{t}^{1})^{2}+... +(B_{t}^{d})^{2}…