Open AccessThe running maximum of the Cox-Ingersoll-Ross process with some properties of the Kummer function
Author(s) -
Stefan Gerhold,
Friedrich Hubalek,
R. B. Paris
Publication year - 2022
Publication title -
journal of inequalities and special functions
Language(s) - English
Resource type - Journals
ISSN - 2217-4303
DOI - 10.54379/jiasf-2022-2-1
Subject(s) - eigenfunction , monotonic function , mathematics , saddle , saddle point , property (philosophy) , function (biology) , distribution (mathematics) , process (computing) , mathematical analysis , pure mathematics , mathematical optimization , computer science , geometry , physics , eigenvalues and eigenvectors , philosophy , epistemology , quantum mechanics , evolutionary biology , biology , operating system