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Latest revision as of 03:09, 23 July 2024

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