Remarks on sub-fractional Bessel processes

Let S = {(S1t,…,Sdt)}t≥0 denote a d-dimensional sub-fractional Brownian motion with index H≥1/2. In this paper we study some properties of the process X of the form Xt:=∑i=1d∫0tSsiRsdSsi, d≥1, where Rt=(St1)2+…+(Std)2 is the sub-fractional Bessel process.