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	Volterra square-root process: Stationarity and regularity of the law 期刊论文 Annals of Applied Probability,2024, 卷号: 34, 期号: 1 A, 页码: 318-356 作者: Friesen, Martin; Jin, Peng 收藏 \| 浏览/下载：18/0 \| 提交时间：2024/03/12 absolute continuity Affine Volterra processes limiting distributions mean-reversion square-root process Volterra integral equations
	Stochastic equation and exponential ergodicity in wasserstein distances for affine processes 期刊论文 Annals of Applied Probability,2020, 卷号: 30, 期号: 5, 页码: 2165-2195 作者: Friesen, Martin; Jin, Peng; Rudiger, Barbara 收藏 \| 浏览/下载：16/0 \| 提交时间：2022/01/20 Affine process Coupling Ergodicity Stochastic differential equation Wasserstein distance
	Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices 期刊论文 Advances in Applied Probability,2020, 卷号: 52, 期号: 3, 页码: 825-854 作者: Friesen, Martin; Jin, Peng; Kremer, Jonas; Rüdiger, Barbara 收藏 \| 浏览/下载：11/0 \| 提交时间：2022/01/20 Affine process ergodicity invariant distribution limit distribution
	Existence of limiting distribution for affine processes 期刊论文 Journal of Mathematical Analysis and Applications,2020, 卷号: 486, 期号: 2 作者: Jin, Peng; Kremer, Jonas; Rüdiger, Barbara 收藏 \| 浏览/下载：12/0 \| 提交时间：2022/01/20 Affine process Generalized Riccati equation Limiting distribution Stationary distribution
	On the anisotropic stable JCIR process 期刊论文 Alea (Rio de Janeiro),2020, 卷号: 17, 期号: 2, 页码: 643-674 作者: Friesen, Martin; Jin, Peng 收藏 \| 浏览/下载：13/0 \| 提交时间：2022/01/20 Affine Process Anisotropic Besov Space Exponential Ergodicity Heat Kernel Stable JCIR Process Strong Feller Property
	Exponential ergodicity of an affine two-factor model based on the α-root process 期刊论文 Advances in Applied Probability,2017, 卷号: 49, 期号: 4, 页码: 1144-1169 作者: Jin, Peng; Kremer, Jonas; Rüdiger, Barbara 收藏 \| 浏览/下载：11/0 \| 提交时间：2022/01/20 Affine process exponential ergodicity Foster-Lyapunov function transition density α-root process
	Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion 期刊论文 Stochastic Analysis and Applications,2016, 卷号: 34, 期号: 1, 页码: 75-95 作者: Jin, Peng; Rüdiger, Barbara; Trabelsi, Chiraz 收藏 \| 浏览/下载：13/0 \| 提交时间：2022/01/20 Affine process basic affine jump-diffusion exponential ergodicity Harris recurrence stochastic differential equation