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Regularity of transition densities and ergodicity for affine jump-diffusions 期刊论文
Mathematische Nachrichten,2023, 卷号: 296, 期号: 3, 页码: 1117-1134
作者:  Friesen, Martin;  Jin, Peng;  Kremer, Jonas;  Rüdiger, Barbara
收藏  |  浏览/下载:13/0  |  提交时间:2023/04/18
Ergodicity of 3D Stochastic Burgers Equation 期刊论文
Acta Mathematica Sinica, English Series,2023, 卷号: 498, 期号: 2, 页码: 498–510
作者:  Dong, Zhao;  Wu, Jianglun;  Zhou, Guoli
收藏  |  浏览/下载:16/0  |  提交时间:2023/12/20
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:15/0  |  提交时间:2022/01/20
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
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
Moments and ergodicity of the jump-diffusion CIR process 期刊论文
Stochastics,2019, 卷号: 91, 期号: 7, 页码: 974-997
作者:  Jin, Peng;  Kremer, Jonas;  Rüdiger, Barbara
收藏  |  浏览/下载:15/0  |  提交时间:2022/01/20
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
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:12/0  |  提交时间:2022/01/20
Exponential ergodicity of the jump-diffusion CIR process 会议论文
Springer Proceedings in Mathematics and Statistics, Oslo, NORWAY, SEP, 2014
作者:  Jin, Peng;  Rüdiger, Barbara;  Trabelsi, Chiraz
收藏  |  浏览/下载:13/0  |  提交时间:2022/01/20