Harnack and super poincaré inequalities for generalized Cox-Ingersoll-Ross model (Q3298105)
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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)
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21 July 2020
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coupling by change of measure
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Harnack inequality
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isoperimetric constant
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super Poincaré inequality
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generalized Cox-Ingersoll-Ross model
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