Harnack and super poincaré inequalities for generalized Cox-Ingersoll-Ross model (Q3298105)
From MaRDI portal
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
