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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：7/0 \| Submit date：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 Journal article Annals of Applied Probability,2020, volume: 30, issue: 5, pages: 2165-2195 Authors: Friesen, Martin; Jin, Peng; Rudiger, Barbara Favorite \| View/Download：6/0 \| Submit date：2022/01/20 Affine process Coupling Ergodicity Stochastic differential equation Wasserstein distance
	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：6/0 \| Submit date：2022/01/20 Affine process ergodicity invariant distribution limit distribution
	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 Favorite \| View/Download：6/0 \| Submit date：2022/01/20 Affine process Generalized Riccati equation Limiting distribution Stationary distribution
	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：6/0 \| Submit date：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 Journal article Advances in Applied Probability,2017, volume: 49, issue: 4, pages: 1144-1169 Authors: Jin, Peng; Kremer, Jonas; Rüdiger, Barbara Favorite \| View/Download：3/0 \| Submit date：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 Journal article Stochastic Analysis and Applications,2016, volume: 34, issue: 1, pages: 75-95 Authors: Jin, Peng; Rüdiger, Barbara; Trabelsi, Chiraz Favorite \| View/Download：4/0 \| Submit date：2022/01/20 Affine process basic affine jump-diffusion exponential ergodicity Harris recurrence stochastic differential equation