Jonas Kremer

activity

20162024

most citedExistence of limiting distribution for affine processes

8 citations · 11 across the 8 of their papers we have counts for

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Showing 2019 · math.PRShow all

2 papers · 2 filters

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 $d \times d$ -matrices. In particular, for conservati…

math.PR2019★ 1 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 $R_{\geq 0} := [0, \infty)$ obtained as unique strong solutions to stochastic equations…