Generalisation of fractional Cox-Ingersoll-Ross process (Q2674613): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3060045924 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 2008.07798 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Revision as of 08:51, 19 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Generalisation of fractional Cox-Ingersoll-Ross process |
scientific article |
Statements
Generalisation of fractional Cox-Ingersoll-Ross process (English)
0 references
14 September 2022
0 references
fractional Brownian motion
0 references
fractional Cox-Ingersoll-Ross process
0 references
hitting times
0 references
Stratonovich integral
0 references