Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627): Difference between revisions

@@ Property / author @@
-Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
-Normal rank
@@ Property / author @@
-Vladimir I. Piterbarg
@@ Property / author: Vladimir I. Piterbarg / rank @@
-Normal rank
@@ Property / author @@
+Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
+Normal rank
@@ Property / author @@
+Vladimir I. Piterbarg
@@ Property / author: Vladimir I. Piterbarg / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2962814599
@@ Property / OpenAlex ID: W2962814599 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.02712
@@ Property / arXiv ID: 1708.02712 / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Markets with Memory I: Dynamic Models
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