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Modern Stochastics: Theory and Applications


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Functional limit theorems for additive and multiplicative schemes in the Cox–Ingersoll–Ross model

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Random walks with sticky barriers
   
Vladyslav Bohun   Alexander Marynych ORCID icon link to view author Alexander Marynych details  
https://doi.org/10.15559/22-VMSTA202
Pub. online: 16 Mar 2022      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 9, Issue 3 (2022), pp. 245–263
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