Ichiba, Tomoyuki; Karatzas, Ioannis; Prokaj, Vilmos Diffusions with rank-based characteristics and values in the nonnegative quadrant. (English) Zbl 1286.60077 Bernoulli 19, No. 5B, 2455-2493 (2013). Reviewer: Roman Urban (Wrocław) MSC: 60J60 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Trutnau, Gerald Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve. (English) Zbl 1195.60085 Stochastic Processes Appl. 120, No. 4, 381-402 (2010). MSC: 60H10 60J60 60J55 35K20 31C25 31C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv