Harnack and super poincare inequalities for generalized Cox-Ingersoll-Ross model

Huang, X; Zhao, F

Zhao, F (corresponding author), Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China.

STOCHASTIC ANALYSIS AND APPLICATIONS, 2020; 38 (4): 730

Abstract

In this paper, Wang's Harnack inequalities and super Poincare inequality for generalized Cox-Ingersoll-Ross model are obtained. Since the noise is deg......

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