Sticky CIR process with potential: invariant measure and exact sampling
[Submitted on 13 May 2026 (v1), last revised 11 Jun 2026 (this v
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2026-06-12
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via math updates on arXiv.org
arXiv:2605.13648v4 Announce Type: replace Abstract: We study the sticky Cox--Ingersoll--Ross (CIR) process in…
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