Harnack and super poincaré inequalities for generalized Cox-Ingersoll-Ross model (Q3298105): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:37, 5 March 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
