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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
Favorite  |  View/Download:6/0  |  Submit date:2023/04/18
Uniqueness in Law for Stable-Like Processes of Variable Order Journal article
Journal of Theoretical Probability,2021, volume: 34, issue: 2, pages: 522-552
Authors:  Jin, Peng
Favorite  |  View/Download:4/0  |  Submit date:2022/01/20
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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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
Solving a non-linear stochastic pseudo-differential equation of Burgers type Journal article
Stochastic Processes and their Applications,2010, volume: 120, issue: 12, pages: 2447-2467
Authors:  Jacob, Niels;  Potrykus, Alexander;  Wu, Jianglun
Favorite  |  View/Download:1/0  |  Submit date:2023/05/30