collaborators

1 paper

math.PR2025

Local asymptotic properties for the growth rate of a jump-type CIR process

Mohamed Ben Alaya, Ahmed Kebaier, Gyula Pap +1

In this paper, we consider a one-dimensional jump-type Cox-Ingersoll-Ross process driven by a Brownian motion and a subordinator, whose growth rate is an unknown parameter. Conside…