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20172022
most citedExponential ergodicity for stochastic equations of nonnegative processes with jumps

1 citations · 3 across the 6 of their papers we have counts for

collaborators

7 papers

math.PR20221 cited

Stationary Covariance Regime for Affine Stochastic Covariance Models in Hilbert Spaces

Martin Friesen, Sven Karbach

We study the long-time behavior of affine processes on positive self-adjoiont Hilbert-Schmidt operators which are of pure-jump type, conservative and have finite second moment. For…

math.PR2020

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{…

math.AP20201 cited

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…

math.PR2019

On the anisotropic stable JCIR process

Martin Friesen, Peng Jin

We investigate the anisotropic stable JCIR process which is a multi-dimensional extension of the stable JCIR process but also a multi-dimensional analogue of the classical JCIR pro…

math.PR2019

Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices

Martin Friesen, Peng Jin, Jonas Kremer +1

This article investigates the long-time behavior of conservative affine processes on the cone of symmetric positive semidefinite -matrices. In particular, for conservati…

math.PR20191 cited

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…