Pages that link to "Item:Q3120627"

The following pages link to Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627):

Displaying 10 items.

• Fractional Cox-Ingersoll-Ross process with non-zero ``mean'' (Q1641938) (← links)
• High excursions of Bessel and related random processes (Q2186651) (← links)
• Time-changed fractional Ornstein-Uhlenbeck process (Q2197307) (← links)
• Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications (Q2241497) (← links)
• Fractional Cox-Ingersoll-Ross process with small Hurst indices (Q2326528) (← links)
• Generalisation of fractional Cox-Ingersoll-Ross process (Q2674613) (← links)
• The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process (Q5094465) (← links)
• Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift (Q5132224) (← links)
• APPROXIMATING EXPECTED VALUE OF AN OPTION WITH NON-LIPSCHITZ PAYOFF IN FRACTIONAL HESTON-TYPE MODEL (Q5147996) (← links)
• Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes (Q5153148) (← links)