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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
	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：6/0 \| Submit date：2023/04/18 affine processes exponential ergodicity strong Feller property total variation norm transition density
	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：5/0 \| Submit date：2022/01/20 Affine processes Anisotropic Besov space Density Multi-type continuous-state branching processes with immigration
	First jump time in simulation of sampling trajectories of affine jump-diffusions driven by α-stable white noise Journal article Communications on Pure and Applied Analysis,2020, volume: 19, issue: 8, pages: 4127-4142 Authors: Song, Jiao; Wu, Jianglun; Huang, Fangzhou Favorite \| View/Download：2/0 \| Submit date：2023/05/30 Affine coefficients Multivariate Lagrange interpolation Simulation Stochastic differential equations α-stable processes
	Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions Journal article Mathematical and Computer Modelling,2013, volume: 57, issue: 3-4, pages: 570-583 Authors: Wu, Jianglun; Yang, Wei Favorite \| View/Download：1/0 \| Submit date：2023/05/30 Affine jump-diffusion processes Collateralised Debt Obligations (CDOs) Heavy tail dependence Intensity based model Lévy stable distributions