Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes (Q6162783)
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scientific article; zbMATH DE number 7701608
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes |
scientific article; zbMATH DE number 7701608 |
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Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes (English)
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26 June 2023
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Cox-Ingersoll-Ross process
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reflected Ornstein-Uhlenbeck process
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fractional Brownian motion
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