Séminaire MAD-Stat

A CIR-Type Diffusion Driven by Hermite Processes: Well-Posedness, Positivity and Malliavin Analysis

Name: A CIR-Type Diffusion Driven by Hermite Processes: Well-Posedness, Positivity and Malliavin Analysis
Start: 2026-10-08T11:00:00+02:00
End: 2026-10-08T12:15:00+02:00
Location: Toulouse School of Economics

par Atef Lechiheb (Toulouse School of Economics)

jeudi 8 oct. 2026, 11:00 → 12:15 Europe/Paris

Auditorium 3 (Toulouse School of Economics)

Auditorium 3

Toulouse School of Economics

Description

Paper