Generalisation of fractional Cox-Ingersoll-Ross process (Q2674613): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 2008.07798 / rank | |||
Normal rank | |||
Latest 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
