Jonas Kremer

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Papers (5)

1. Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices math.PR · 2019 · author #3
2. Exponential ergodicity for stochastic equations of nonnegative processes with jumps math.PR · 2019 · author #3
3. Existence of limiting distribution for affine processes math.PR · 2018 · author #2
4. Moments and ergodicity of the jump-diffusion CIR process math.PR · 2017 · author #2
5. Exponential ergodicity of an affine two-factor model based on the $\alpha$-root process math.PR · 2016 · author #2

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Frequent Coauthors

• Barbara R\"udiger 5 shared papers
• Peng Jin 5 shared papers
• Martin Friesen 2 shared papers