Generalisation of fractional Cox-Ingersoll-Ross process (Q2674613)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalisation of fractional Cox-Ingersoll-Ross process |
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Generalisation of fractional Cox-Ingersoll-Ross process (English)
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14 September 2022
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fractional Brownian motion
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fractional Cox-Ingersoll-Ross process
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hitting times
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Stratonovich integral
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