Some properties of doubly skewed CIR processes (Q891388)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some properties of doubly skewed CIR processes |
scientific article |
Statements
Some properties of doubly skewed CIR processes (English)
0 references
17 November 2015
0 references
doubly skewed CIR processes
0 references
skew Brownian motion
0 references
weak existence
0 references
pathwise uniqueness
0 references
stationary distribution
0 references
first hitting time
0 references
Laplace transform
0 references
0 references
0 references
0 references
0 references
