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- W3048364849 abstract "In this paper, we study the distribution of the integrated Jacobi diffusion processes with Brownian noise and fractional Brownian noise. Based on techniques of Malliavin calculus, we develop a unified method to obtain explicit estimates for the tail distribution of these integrated diffusions." @default.
- W3048364849 created "2020-08-13" @default.
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- W3048364849 date "2020-07-01" @default.
- W3048364849 modified "2023-09-24" @default.
- W3048364849 title "Tail distribution of the integrated Jacobi diffusion process" @default.
- W3048364849 doi "https://doi.org/10.19139/soic-2310-5070-760" @default.
- W3048364849 hasPublicationYear "2020" @default.
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