For a generalized CIR diffusion with degenerate noise X_t^h (1/2<h<1), the paper derives Harnack, log-Harnack, gradient bounds, and a super-Poincaré inequality with an optimal rate function.
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Harnack and Super Poincar\'{e} Inequalities for Generalized Cox-Ingersoll-Ross Model
For a generalized CIR diffusion with degenerate noise X_t^h (1/2<h<1), the paper derives Harnack, log-Harnack, gradient bounds, and a super-Poincaré inequality with an optimal rate function.