Fractional Cox-Ingersoll-Ross process with non-zero ``mean'' (Q1641938)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Cox-Ingersoll-Ross process with non-zero ``mean'' |
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Fractional Cox-Ingersoll-Ross process with non-zero ``mean'' (English)
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20 June 2018
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fractional Cox-Ingersoll-Ross process
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stochastic differential equation
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Stratonovich integral
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