Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627)

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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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