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	Volterra square-root process: Stationarity and regularity of the law Journal article Annals of Applied Probability,2024, volume: 34, issue: 1 A, pages: 318-356 Authors: Friesen, Martin; Jin, Peng Favorite \| View/Download：6/0 \| Submit date：2024/03/12 absolute continuity Affine Volterra processes limiting distributions mean-reversion square-root process Volterra integral equations
	Regularity of transition densities and ergodicity for affine jump-diffusions Journal article Mathematische Nachrichten,2023, volume: 296, issue: 3, pages: 1117-1134 Authors: Friesen, Martin; Jin, Peng; Kremer, Jonas; Rüdiger, Barbara Favorite \| View/Download：5/0 \| Submit date：2023/04/18 affine processes exponential ergodicity strong Feller property total variation norm transition density
	Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps Journal article Annales de l'institut Henri Poincare (B) Probability and Statistics,2021, volume: 57, issue: 1, pages: 250-271 Authors: Friesen, Martin; Jin, Peng; Rüdiger, Barbara Favorite \| View/Download：5/0 \| Submit date：2022/01/20 Anisotropic Besov space Anisotropic Lévy process Stochastic differential equation with jumps Transition density
	Stochastic equation and exponential ergodicity in wasserstein distances for affine processes Journal article Annals of Applied Probability,2020, volume: 30, issue: 5, pages: 2165-2195 Authors: Friesen, Martin; Jin, Peng; Rudiger, Barbara Favorite \| View/Download：5/0 \| Submit date：2022/01/20 Affine process Coupling Ergodicity Stochastic differential equation Wasserstein distance
	Existence of densities for multi-type continuous-state branching processes with immigration Journal article Stochastic Processes and their Applications,2020, volume: 130, issue: 9, pages: 5426-5452 Authors: Friesen, Martin; Jin, Peng; Rüdiger, Barbara Favorite \| View/Download：4/0 \| Submit date：2022/01/20 Affine processes Anisotropic Besov space Density Multi-type continuous-state branching processes with immigration
	Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices Journal article Advances in Applied Probability,2020, volume: 52, issue: 3, pages: 825-854 Authors: Friesen, Martin; Jin, Peng; Kremer, Jonas; Rüdiger, Barbara Favorite \| View/Download：5/0 \| Submit date：2022/01/20 Affine process ergodicity invariant distribution limit distribution
	On the boundary behavior of multi-type continuous-state branching processes with immigration Journal article Electronic Communications in Probability,2020, volume: 25 Authors: Friesen, Martin; Jin, Peng; Rüdiger, Barbara Favorite \| View/Download：3/0 \| Submit date：2021/10/19 Comparison principle Extinction Multi-type continuous-state branching process with immigration Tran-sience
	On the anisotropic stable JCIR process Journal article Alea (Rio de Janeiro),2020, volume: 17, issue: 2, pages: 643-674 Authors: Friesen, Martin; Jin, Peng Favorite \| View/Download：5/0 \| Submit date：2022/01/20 Affine Process Anisotropic Besov Space Exponential Ergodicity Heat Kernel Stable JCIR Process Strong Feller Property