Harnack and super poincaré inequalities for generalized Cox-Ingersoll-Ross model (Q3298105): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / arXiv ID
 
Property / arXiv ID: 1908.02888 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5478316 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the discretization schemes for the CIR (and Bessel squared) processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: High order discretization schemes for the CIR process: Application to affine term structure and Heston models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong order one convergence of a drift implicit Euler scheme: application to the CIR process / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5381435 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Intertemporal General Equilibrium Model of Asset Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Properties of CIR Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992729 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Harnack Inequalities for Stochastic Partial Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below / rank
 
Normal rank
Property / cites work
 
Property / cites work: Harnack inequality and applications for stochastic generalized porous media equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Harnack inequalities for functional SDEs with multiplicative noise and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional inequalities for empty essential spectrum / rank
 
Normal rank
Property / cites work
 
Property / cites work: Logarithmic Sobolev inequalities on noncompact Riemannian manifolds / rank
 
Normal rank

Latest revision as of 03:09, 23 July 2024

scientific article
Language Label Description Also known as
English
Harnack and super poincaré inequalities for generalized Cox-Ingersoll-Ross model
scientific article

    Statements

    Harnack and super poincaré inequalities for generalized Cox-Ingersoll-Ross model (English)
    0 references
    0 references
    0 references
    21 July 2020
    0 references
    coupling by change of measure
    0 references
    Harnack inequality
    0 references
    isoperimetric constant
    0 references
    super Poincaré inequality
    0 references
    generalized Cox-Ingersoll-Ross model
    0 references
    0 references
    0 references
    0 references

    Identifiers