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20172021
most citedOn maximum of Gaussian process with unique maximum point of its variance

2 citations · 3 across the 5 of their papers we have counts for

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math.PR2017★ 1 cited

Stochastic representation and pathwise properties of fractional Cox-Ingersoll-Ross process

Yuliya Mishura, Vladimir I. Piterbarg, Kostiantyn Ralchenko +1

We consider the fractional Cox-Ingersoll-Ross process satisfying the stochastic differential equation (SDE) driven by a fractional Brownian…