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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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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
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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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