Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Fractional Cox-Ingersoll-Ross process with non-zero ``mean'' - MaRDI portal

Fractional Cox-Ingersoll-Ross process with non-zero ``mean'' (Q1641938)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Fractional Cox-Ingersoll-Ross process with non-zero ``mean''
scientific article

    Statements

    title
    Fractional Cox-Ingersoll-Ross process with non-zero ``mean'' (English)
    0 references
    publication date
    20 June 2018
    0 references
    zbMATH Keywords
    fractional Cox-Ingersoll-Ross process
    0 references
    stochastic differential equation
    0 references
    Stratonovich integral
    0 references

    Identifiers

    DOI
    10.15559/18-VMSTA97
    0 references
    Mathematics Subject Classification ID
    60G22
    0 references
    60H05
    0 references
    60H10
    0 references
    zbMATH DE Number
    6891751
    0 references
    arXiv ID
    1804.01677
    0 references
    OpenAlex ID
    W3104837162
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1641938&oldid=37230338"
    Powered by MediaWiki