FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2493976400> ?p ?o ?g. }

• W2493976400 endingPage "1194" @default.
• W2493976400 startingPage "1185" @default.
• W2493976400 abstract "We consider a stable Cox–Ingersoll–Ross model in a domain D = [ 0 , ∞ ) which is killed at the boundary and which, while alive, jumps instantaneously at an exponentially distributed random time with intensity λ > 0 to a new point, according to a distribution ν . From this new point, it repeats the above behavior independently of what has transpired previously. We give the infinitesimal generator of this new process and prove that the corresponding semigroup is compact and thus the spectrum of the generator consists exclusively of eigenvalues. We further show that the principal eigenvalue gives the exponential rate of decay of not exiting the domain by time t . Finally, we study some properties of the principal eigenvalue." @default.
• W2493976400 created "2016-08-23" @default.
• W2493976400 creator A5052901606 @default.
• W2493976400 date "2016-12-01" @default.
• W2493976400 modified "2023-09-29" @default.
• W2493976400 title "A stable Cox–Ingersoll–Ross model with restart" @default.
• W2493976400 cites W1521760936 @default.
• W2493976400 cites W1577627982 @default.
• W2493976400 cites W1983135873 @default.
• W2493976400 cites W1986890876 @default.
• W2493976400 cites W2001124663 @default.
• W2493976400 cites W2019118078 @default.
• W2493976400 cites W2021087958 @default.
• W2493976400 cites W2061775483 @default.
• W2493976400 cites W2062649395 @default.
• W2493976400 cites W2076791143 @default.
• W2493976400 cites W2079434353 @default.
• W2493976400 cites W2082069653 @default.
• W2493976400 cites W2130776289 @default.
• W2493976400 cites W2144096904 @default.
• W2493976400 cites W2151065060 @default.
• W2493976400 cites W2163700184 @default.
• W2493976400 cites W2164094632 @default.
• W2493976400 cites W2335062971 @default.
• W2493976400 cites W3123478488 @default.
• W2493976400 doi "https://doi.org/10.1016/j.jmaa.2016.07.010" @default.
• W2493976400 hasPublicationYear "2016" @default.
• W2493976400 type Work @default.
• W2493976400 sameAs 2493976400 @default.
• W2493976400 citedByCount "2" @default.
• W2493976400 countsByYear W24939764002016 @default.
• W2493976400 countsByYear W24939764002019 @default.
• W2493976400 crossrefType "journal-article" @default.
• W2493976400 hasAuthorship W2493976400A5052901606 @default.
• W2493976400 hasBestOaLocation W24939764001 @default.
• W2493976400 hasConcept C105795698 @default.
• W2493976400 hasConcept C121332964 @default.
• W2493976400 hasConcept C134306372 @default.
• W2493976400 hasConcept C151205565 @default.
• W2493976400 hasConcept C151376022 @default.
• W2493976400 hasConcept C156778621 @default.
• W2493976400 hasConcept C158693339 @default.
• W2493976400 hasConcept C162324750 @default.
• W2493976400 hasConcept C163258240 @default.
• W2493976400 hasConcept C175025494 @default.
• W2493976400 hasConcept C202444582 @default.
• W2493976400 hasConcept C207405024 @default.
• W2493976400 hasConcept C2780992000 @default.
• W2493976400 hasConcept C28826006 @default.
• W2493976400 hasConcept C33923547 @default.
• W2493976400 hasConcept C36503486 @default.
• W2493976400 hasConcept C556758197 @default.
• W2493976400 hasConcept C62354387 @default.
• W2493976400 hasConcept C62520636 @default.
• W2493976400 hasConcept C75235859 @default.
• W2493976400 hasConcept C88871306 @default.
• W2493976400 hasConcept C91229774 @default.
• W2493976400 hasConceptScore W2493976400C105795698 @default.
• W2493976400 hasConceptScore W2493976400C121332964 @default.
• W2493976400 hasConceptScore W2493976400C134306372 @default.
• W2493976400 hasConceptScore W2493976400C151205565 @default.
• W2493976400 hasConceptScore W2493976400C151376022 @default.
• W2493976400 hasConceptScore W2493976400C156778621 @default.
• W2493976400 hasConceptScore W2493976400C158693339 @default.
• W2493976400 hasConceptScore W2493976400C162324750 @default.
• W2493976400 hasConceptScore W2493976400C163258240 @default.
• W2493976400 hasConceptScore W2493976400C175025494 @default.
• W2493976400 hasConceptScore W2493976400C202444582 @default.
• W2493976400 hasConceptScore W2493976400C207405024 @default.
• W2493976400 hasConceptScore W2493976400C2780992000 @default.
• W2493976400 hasConceptScore W2493976400C28826006 @default.
• W2493976400 hasConceptScore W2493976400C33923547 @default.
• W2493976400 hasConceptScore W2493976400C36503486 @default.
• W2493976400 hasConceptScore W2493976400C556758197 @default.
• W2493976400 hasConceptScore W2493976400C62354387 @default.
• W2493976400 hasConceptScore W2493976400C62520636 @default.
• W2493976400 hasConceptScore W2493976400C75235859 @default.
• W2493976400 hasConceptScore W2493976400C88871306 @default.
• W2493976400 hasConceptScore W2493976400C91229774 @default.
• W2493976400 hasFunder F4320321001 @default.
• W2493976400 hasFunder F4320322843 @default.
• W2493976400 hasIssue "2" @default.
• W2493976400 hasLocation W24939764001 @default.
• W2493976400 hasOpenAccess W2493976400 @default.
• W2493976400 hasPrimaryLocation W24939764001 @default.
• W2493976400 hasRelatedWork W1989586050 @default.
• W2493976400 hasRelatedWork W1990605186 @default.
• W2493976400 hasRelatedWork W2032745207 @default.
• W2493976400 hasRelatedWork W2059275778 @default.
• W2493976400 hasRelatedWork W2256926684 @default.
• W2493976400 hasRelatedWork W2390502415 @default.
• W2493976400 hasRelatedWork W2493976400 @default.
• W2493976400 hasRelatedWork W2901161015 @default.
• W2493976400 hasRelatedWork W3093165448 @default.
• W2493976400 hasRelatedWork W4302419125 @default.
• W2493976400 hasVolume "444" @default.
• W2493976400 isParatext "false" @default.
• W2493976400 isRetracted "false" @default.

• next