Open AccessTail Distribution Estimates of Fractional CIR Model
Author(s) -
Nguyễn Thu Hằng,
Tan Van Nguyen
Publication year - 2022
Publication title -
tạp chí khoa học đại học quốc gia hà nội: toán - lý (vnu journal of science: mathematics - physics)
Language(s) - English
Resource type - Journals
eISSN - 2615-9341
pISSN - 2588-1124
DOI - 10.25073/2588-1124/vnumap.4710
Subject(s) - fractional brownian motion , uniqueness , mathematics , fractional calculus , distribution (mathematics) , malliavin calculus , brownian motion , calculus (dental) , mathematical analysis , statistical physics , statistics , physics , differential equation , medicine , stochastic partial differential equation , dentistry