8 citations · 16 across the 7 of their papers we have counts for
7 papers
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…
Regularity of transition densities and ergodicity for affine jump-diffusion processes
Martin Friesen, Peng Jin, Jonas Kremer +1
In this paper we study the transition density and exponential ergodicity in total variation for an affine process on the canonical state space $\mathbb{R}_{\geq0}^{m}\times\mathbb{…
Exponential ergodicity for stochastic equations of nonnegative processes with jumps
Martin Friesen, Peng Jin, Jonas Kremer +1
In this work, we study ergodicity of continuous time Markov processes on state space obtained as unique strong solutions to stochastic equations…
Existence of limiting distribution for affine processes
Peng Jin, Jonas Kremer, Barbara Rüdiger
In this paper, sufficient conditions are given for the existence of limiting distribution of a conservative affine process on the canonical state space $\mathbb{R}_{\geqslant0}^{m}…
Exponential ergodicity of the jump-diffusion CIR process
Peng Jin, Barbara Rüdiger, Chiraz Trabelsi
In this paper we study the jump-diffusion CIR process (shorted as JCIR), which is an extension of the classical CIR model. The jumps of the JCIR are introduced with the help of a p…