On the anisotropic stable JCIR process

Friesen, M; Jin, P

Friesen, M (corresponding author), Univ Wuppertal, Sch Math & Nat Sci, Gaussstr 20, D-42119 Wuppertal, Germany.

ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS, 2020; 17 (2): 643

Abstract

We investigate the anisotropic stable JCIR process which is a multidimensional extension of the stable JCIR process but also a multi-dimensional analo......

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