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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
Uniqueness in Law for Stable-Like Processes of Variable Order 期刊论文
Journal of Theoretical Probability,2021, 卷号: 34, 期号: 2, 页码: 522-552
作者:  Jin, Peng
收藏  |  浏览/下载:10/0  |  提交时间:2022/01/20
Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps 期刊论文
Annales de l'institut Henri Poincare (B) Probability and Statistics,2021, 卷号: 57, 期号: 1, 页码: 250-271
作者:  Friesen, Martin;  Jin, Peng;  Rüdiger, Barbara
收藏  |  浏览/下载:14/0  |  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:12/0  |  提交时间:2022/01/20
Solving a non-linear stochastic pseudo-differential equation of Burgers type 期刊论文
Stochastic Processes and their Applications,2010, 卷号: 120, 期号: 12, 页码: 2447-2467
作者:  Jacob, Niels;  Potrykus, Alexander;  Wu, Jianglun
收藏  |  浏览/下载:6/0  |  提交时间:2023/05/30