Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627): Difference between revisions
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Revision as of 10:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process |
scientific article |
Statements
Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (English)
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5 March 2019
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fractional Cox-Ingersoll-Ross process
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stochastic differential equation
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fractional Ornstein-Uhlenbeck process
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Stratonovich integral
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