Harnack and super poincare inequalities for generalized Cox-Ingersoll-Ross model
Harnack and super poincare inequalities for generalized Cox-Ingersoll-Ross model
复制标题
广义 Cox-Ingersoll-Ross 模型的 Harnack 和超庞加莱不等式
DOI：
10.1080/07362994.2020.1715805
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发表时间：
2020
影响因子：
1.3
通讯作者：
Zhao Fei
中科院分区：
文献类型：
--
作者：
Huang Xing;Zhao Fei
In this paper, Wang’s Harnack inequalities and super Poincaré inequality for generalized Cox-Ingersoll-Ross model are obtained. Since the noise is degenerate, the intrinsic metric has been introduced to construct the coupling by change of measure. By using isoperimetric constant, some optimal estimate of the rate function in the super Poincaré inequality for the associated Dirichlet form is also obtained.
