Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes (Q6162783)
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scientific article; zbMATH DE number 7701608
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| English | Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes |
scientific article; zbMATH DE number 7701608 |
Statements
Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes (English)
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26 June 2023
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Cox-Ingersoll-Ross process
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reflected Ornstein-Uhlenbeck process
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fractional Brownian motion
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0.8949165
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0.8936865
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0.8925145
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0.88642913
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0.88425225
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0.8802138
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0.8774754
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0.87687427
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