Barbara Rüdiger
- Exponential ergodicity of the jump-diffusion CIR process
2015/03/10 by Peng Jin, Jin, Peng, Barbara Rüdiger +3 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications #math.PR #msc:60H10 #msc:60J60 #primary: 60H10 #secondary: 60J60
- Existence of limiting distribution for affine processes
2018/12/13 by Peng Jin, Jin, Peng, Jonas Kremer +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Biology Tumor Growth #Primary 60J25 #Probability (math.PR) #Secondary 60G10 #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Exponential ergodicity for stochastic equations of nonnegative processes with jumps
2019/02/07 by Martin Friesen, Friesen, Martin, Peng Jin +5 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60F17 #60G10 #60H20 (Secondary) #60J80 (Primary) 60J25 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Stability analysis of a stochastic port-Hamiltonian car-following model
2022/12/09 by Barbara Rüdiger, Antoine Tordeux, Rüdiger, Barbara +3 · 1 citation
Physics and Astronomy · Business, Management and Accounting · Engineering · #Advanced Thermodynamics and Statistical Mechanics #Advanced Queuing Theory Analysis #Traffic control and management