Harnack and super poincaré inequalities for generalized Cox-Ingersoll-Ross model (Q3298105): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1908.02888 / rank | |||
Normal rank |
Revision as of 14:55, 19 April 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
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