Fractional Lévy Cox-Ingersoll-Ross and Jacobi processes
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Publication:1726711
DOI10.1016/j.spl.2018.07.004zbMath1407.60055OpenAlexW2884341072MaRDI QIDQ1726711
Georg Schlüchtermann, Holger Fink
Publication date: 20 February 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.07.004
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)
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Cites Work
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