17 citations · 74 across the 18 of their papers we have counts for
4 papers · 1 filter
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}…
Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps
Martin Friesen, Peng Jin, Barbara Rüdiger
We study existence of densities for solutions to stochastic differential equations with Hölder continuous coefficients and driven by a -dimensional Lévy process $Z=(Z_{t})_{t\ge…
Existence of densities for multi-type CBI processes
Martin Friesen, Peng Jin, Barbara Rüdiger
Let X be a multi-type continuous-state branching process with immigration (CBI process) on state space . Denote by , , the law of . We provide s…
Uniqueness in law for stable-like processes of variable order
Peng Jin
Let . Consider a stable-like operator of variable order \begin{align*} \mathcal{A}f(x) & =\int_{\mathbb{R}^{d} \backslash\{0\}} \left[f(x+h) -f(x) -\mathbf{1}_{\{|h|\le1\}}h…