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researcher

Barbara Rudiger

7 papers hereh-index 8144 citations13 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author6

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • math.PR6
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20122023
most citedExistence of limiting distribution for affine processes

8 citations · 16 across the 7 of their papers we have counts for

collaborators
Showing 2018Show all

1 paper · 1 filter

math.PR2018★ 8 cited

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}…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.