Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Functional limit theorems for additive and multiplicative schemes in the
  Cox--Ingersoll--Ross model   In this paper, we consider the Cox--Ingersoll--Ross (CIR) process in the
regime where the process does not hit zero. We construct additive and
multiplicative discrete approximation schemes for the price of asset that is
modeled by the CIR process and geometric CIR process. In order to construct
these schemes, we take the Euler approximations of the CIR process itself but
replace the increments of the Wiener process with iid bounded vanishing
symmetric random variables. We introduce a "truncated" CIR process and apply it
to prove the weak convergence of asset prices. We establish the fact that this
"truncated" process does not hit zero under the same condition considered for
the original nontruncated process.

8
The categories of this paper are: hep-ex
23
The categories of this paper are: solv-int
9
The categories of this paper are: nlin
18
The categories of this paper are: econ
34
The categories of this paper are: chem-ph
36
The categories of this paper are: cmp-lg
16
The categories of this paper are: stat
1
The categories of this paper are: cs
0
The categories of this paper are: hep-ph
11
The categories of this paper are: hep-lat
24
The categories of this paper are: dg-ga
33
The categories of this paper are: plasm-ph
37
The categories of this paper are: supr-con
15
The categories of this paper are: nucl-ex
35
The categories of this paper are: mtrl-th
29
The categories of this paper are: funct-an