Jonas Kremer

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Active since

2017

Affiliations

Jonas Kremer is an author at University of Wuppertal specializing in stochastic processes, continuous-time stochastic processes, and probability theory.

Publications per year

2017–2023

Publications

Existence of limiting distribution for affine processes

Peng Jin, Jonas Kremer, Barbara Rüdiger · Journal of Mathematical Analysis and Applications · 2020 · 24 citations

Engineering, Mathematics, Probability Theory +10

Exponential ergodicity of an affine two-factor model based on the α-root process

Peng Jin, Jonas Kremer, Barbara Rüdiger · Advances in Applied Probability · 2017 · 23 citations

Business, Economics, Finance +16

Exponential ergodicity for stochastic equations of nonnegative processes with jumps

Martin Friesen, Peng Jin, Jonas Kremer et al. · Latin American Journal of Probability and Mathematical Statistics · 2023 · 20 citations · Full text

Engineering, Mathematics, Dynamical Systems +15

Moments and ergodicity of the jump-diffusion CIR process

Peng Jin, Jonas Kremer, Barbara Rüdiger · Stochastics · 2019 · 15 citations

Engineering, Mathematics, Financial Economics +16

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