Author/Creator: Rüdiger, Barbara - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Rüdiger, Barbara

1. Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices. (September 2020)

Authors:: Friesen, Martin; Jin, Peng; Kremer, Jonas; Rüdiger, Barbara
Journal:: Advances in applied probability
Issue:: Volume 52:Number 3(2020)
Page Start:: 825
Record Type:: Journal Article
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2. Exponential ergodicity of an affine two-factor model based on the α-root process. (17th November 2017)

Authors:: Jin, Peng; Kremer, Jonas; Rüdiger, Barbara
Journal:: Advances in applied probability
Issue:: Volume 49:Number 4(2017)
Page Start:: 1144
Record Type:: Journal Article
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3. Moments and ergodicity of the jump-diffusion CIR process. Issue 7 (3rd October 2019)

Authors:: Jin, Peng; Kremer, Jonas; Rüdiger, Barbara
Journal:: Stochastics
Issue:: Volume 91:Issue 7(2019)
Page Start:: 974
Record Type:: Journal Article
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4. Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion. Issue 1 (2nd January 2016)

Authors:: Jin, Peng; Rüdiger, Barbara; Trabelsi, Chiraz
Journal:: Stochastic analysis and applications
Issue:: Volume 34:Issue 1(2016)
Page Start:: 75
Record Type:: Journal Article
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5. Stochastic integration in Banach spaces : theory and applications /: theory and applications. ([2015])

Authors:: Mandrekar, V (Vidyadhar), 1939-; Rüdiger, Barbara
Record Type:: Book
Extent:: 1 online resource
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