TY - JOUR AU - Nguyen Tien Dung AU - Trinh Nhu Quynh PY - 2020/07/01 Y2 - 2024/03/29 TI - Tail distribution of the integrated Jacobi diffusion process JF - Statistics, Optimization & Information Computing JA - Stat., optim. inf. comput. VL - 8 IS - 3 SE - Research Articles DO - 10.19139/soic-2310-5070-760 UR - http://www.iapress.org/index.php/soic/article/view/760 AB - 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. ER -