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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 95, 2023 - Issue 1
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Research Article

Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes

Yuliya Mishuraa Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, UkraineORCID Iconhttps://orcid.org/0000-0002-6877-1800View further author information
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Anton Yurchenko-Tytarenkob Department of Mathematics, University of Oslo, Oslo, NorwayCorrespondence[email protected]
[email protected]
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Pages 99-117 | Received 24 Sep 2021, Accepted 22 Feb 2022, Published online: 17 Mar 2022

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