Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process |
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Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (English)
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5 March 2019
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fractional Cox-Ingersoll-Ross process
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stochastic differential equation
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fractional Ornstein-Uhlenbeck process
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Stratonovich integral
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