{"paper":{"title":"Fractional Wishart Processes and $\\varepsilon$-Fractional Wishart Processes with Applications","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.OC","authors_text":"Jia Yue, Nan-jing Huang","submitted_at":"2016-07-19T02:19:16Z","abstract_excerpt":"In this paper, we introduce two new matrix stochastic processes: fractional Wishart processes and $\\varepsilon$-fractional Wishart processes with integer indices which are based on the fractional Brownian motions and then extend $\\varepsilon$-fractional Wishart processes to the case with non-integer indices. Both of two kinds of processes include classic Wishart processes when the Hurst index $H$ equals $\\frac{1}{2}$ and present serial correlation of stochastic processes. Applying $\\varepsilon$-fractional Wishart processes to financial volatility theory, the financial models account for the st"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1607.05375","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}