Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion (Q3077828)
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scientific article; zbMATH DE number 5855919
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| English | Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion |
scientific article; zbMATH DE number 5855919 |
Statements
22 February 2011
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Cox-Ingersoll-Ross model
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stochastic differential equation
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positivity of solutions
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0.8290694952011108
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0.8057599663734436
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0.7934058904647827
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0.7910349369049072
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