Reversibility of the CIR process under state-dependent sampling

DOI10.69793/IJMCS/04.2026/SRMaRDI QIDQ7396303zbMATH OpenFDO

Authors Phiraphat Sutthimat, Udomsak Rakwongwan

Publication date 2026

Published in International Journal of Mathematics and Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.69793/IJMCS/04.2026/SR

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Diffusion processes (60J60)

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