On first hitting times for skew CIR processes (Q267888): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6567260 / rank | |||
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skew CIR processes | |||
| Property / zbMATH Keywords: skew CIR processes / rank | |||
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first hitting times | |||
| Property / zbMATH Keywords: first hitting times / rank | |||
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stochastic differential equation | |||
| Property / zbMATH Keywords: stochastic differential equation / rank | |||
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Revision as of 14:52, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On first hitting times for skew CIR processes |
scientific article |
Statements
On first hitting times for skew CIR processes (English)
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12 April 2016
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skew CIR processes
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first hitting times
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stochastic differential equation
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