B. Rüdiger

activity

20152023

most citedExistence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps

15 citations · 72 across the 15 of their papers we have counts for

collaborators

Showing 2016Show all

2 papers · 1 filter

math.PR2016

Ito formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties

S. Albeverio, L. Gawarecki, V. Mandrekar +2

We use Yosida approximation to find an Itô formula for mild solutions ${X^{x} (t), t \geq 0}$ of SPDEs with Gaussian and non-Gaussian coloured noise, the non Gaussian nois…

math.PR2016

Exponential ergodicity of an affine two-factor model based on the $α$ -root process

Peng Jin, Jonas Kremer, Barbara Rüdiger

We study an affine two-factor model introduced by Barczy et al. (2014). One component of this two-dimensional model is the so-called $α$ -root process, which generalizes the well kn…

Ito formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties

Exponential ergodicity of an affine two-factor model based on the α-root process

Exponential ergodicity of an affine two-factor model based on the $α$ -root process