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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
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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
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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
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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
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Existence of limiting distribution for affine processes Journal article
Journal of Mathematical Analysis and Applications,2020, volume: 486, issue: 2
Authors:  Jin, Peng;  Kremer, Jonas;  Rüdiger, Barbara
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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
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Moments and ergodicity of the jump-diffusion CIR process Journal article
Stochastics,2019, volume: 91, issue: 7, pages: 974-997
Authors:  Jin, Peng;  Kremer, Jonas;  Rüdiger, Barbara
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Exponential ergodicity of an affine two-factor model based on the α-root process Journal article
Advances in Applied Probability,2017, volume: 49, issue: 4, pages: 1144-1169
Authors:  Jin, Peng;  Kremer, Jonas;  Rüdiger, Barbara
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Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion Journal article
Stochastic Analysis and Applications,2016, volume: 34, issue: 1, pages: 75-95
Authors:  Jin, Peng;  Rüdiger, Barbara;  Trabelsi, Chiraz
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Exponential ergodicity of the jump-diffusion CIR process Conference paper
Springer Proceedings in Mathematics and Statistics, Oslo, NORWAY, SEP, 2014
Authors:  Jin, Peng;  Rüdiger, Barbara;  Trabelsi, Chiraz
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