1 citations · 1 across the 4 of their papers we have counts for
4 papers
On uniqueness and stability for the Enskog equation
Martin Friesen, Barbara Rüdiger, Padmanabhan Sundar
The time-evolution of a moderately dense gas in a vacuum is described in classical mechanics by a particle density function obtained from the Enskog equation. Based on a McKean-Vla…
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 of SPDEs with Gaussian and non-Gaussian coloured noise, the non Gaussian nois…
Exponential ergodicity of an affine two-factor model based on the -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 -root process, which generalizes the well kn…
Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion
Peng Jin, Barbara Rüdiger, Chiraz Trabelsi
In this paper we find the transition densities of the basic affine jump-diffusion (BAJD), which is introduced by Duffie and Garleanu [D. Duffie and N. Garleanu, Risk and valuation…