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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
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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
Favorite  |  View/Download：5/0  |  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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随机（偏）微分方程遍历分布的逼近及其应用 Project
2021-
Leaders:  JIN Peng
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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
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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:  
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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 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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