2024

Friesen, Martin and Jin, Peng (2024) Volterra square-root process: Stationarity and regularity of the law. Annals of Applied Probability, 31 (1). pp. 318-356. ISSN 2168-8737

2023

Friesen, Martin, Jin, Peng, Kremer, Jonas and Rüdiger, Barbara (2023) Exponential ergodicity for stochastic equations of nonnegative processes with jumps. Alea (Rio de Janeiro): Latin American journal of probability and mathematical statistics, 20 . ISSN 1980-0436

Friesen, Martin, Jin, Peng, Kremer, Jonas and Rüdiger, Barbara (2023) Exponential ergodicity for stochastic equations of nonnegative processes with jumps. Alea (Rio de Janeiro): Latin American journal of probability and mathematical statistics, 20 . pp. 593-627. ISSN 1980-0436

2021

Friesen, Martin, Jin, Peng and Rüdiger, Barbara (2021) Existence of densities for stochastic differential equations drivenby Lévy processes with anisotropic jumps. Annales Henri Poincare, 57 (1). pp. 250-271. ISSN 1424-0661

2020

Rüdiger, Barbara, Friesen, Martin, Jin, Peng and Kremer, Jonas (2020) Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices. Advances in Applied Probability, 52 (3). pp. 825-854. ISSN 1475-6064

Friesen, Martin and Jin, Peng (2020) On the anisotropic stable JCIR process. Alea (Rio de Janeiro): Latin American journal of probability and mathematical statistics, 17 (2). pp. 643-674. ISSN 1980-0436

Friesen, Martin, Jin, Peng and Rüdiger, Barbara (2020) On the boundary behavior of multi-type continuous-state branching processes with immigration*. Electronic Communications in Probability, 25 (84). pp. 1-14. ISSN 1083-589X

Friesen, Martin, Jin, Peng and Rüdiger, Barbara (2020) Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes. Annals of Applied Probability, 30 (5). pp. 2165-2195. ISSN 2168-8737