collaborators

1 paper

math.PR2019

Harnack and Super Poincaré Inequalities for Generalized Cox-Ingersoll-Ross Model

Xing Huang, Fei Zhao

In this paper, the Harnack inequalities and super-Poincaré inequality for generalized CIR model are obtained. Since the noise is degenerate, the intrinsic metric has been introduce…