Memory-modulated CIR process with discrete delay coefficients

DOI10.31390/JOSA.1.2.03MaRDI QIDQ6923225zbMATH OpenFDO

Authors Pathiranage Lochana Siriwardena, Harry Randolph Hughes, Don Gayan Wilathgamuwa

Publication date 30 September 2025

Published in Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.31390/JOSA.1.2.03

zbMATH Keywords

Bessel processCIR modelmemorypopulation modelrecurrencestochastic differential equation

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Population dynamics (general) (92D25)

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