2 citations · 3 across the 7 of their papers we have counts for
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Wasserstein distance in terms of the Comonotonicity Copula
Mariem Abdellatif, Peter Kuchling, Barbara Rüdiger +1
In this article, we represent the Wasserstein metric of order , where , in terms of the comonotonicity copula, for the case of probability measures on , b…
Stability properties of mild solutions of SPDEs related to pseudo differential equations
Vidyadhar Mandrekar, Barbara Rüdiger
This is a review article which presents part of the contribution of Sergio Albeverio to the study of existence and uniqueness of solutions of SPDEs driven by jump processes and the…
Limit theorems for time averages of continuous-state branching processes with immigration
Mariem Abdellatif, Martin Friesen, Peter Kuchling +1
In this work we investigate limit theorems for the time-averaged process where is a subcritical continuous-state branchi…
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…