Reimann, St.; Gontis, V.; Alaburda, M. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 8, pp. 1393-1401
The dynamics of the generalized CEV process dXt=aXtndt+bXtmdWt(gCEV) is due to an interplay of two feedback mechanisms: State-to-Drift and State-to-Diffusion, whose degrees are n and m respectively. We particularly show that the gCEV, in which both feedback mechanisms are positive, i.e. n,m1,...
