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Martin Friesen
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Year
Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes
M Friesen, P Jin, B Rüdiger
Ann. appl. prob. 30 (5), 2165-2195, 2020
302020
Exponential ergodicity for stochastic equations of nonnegative processes with jumps
M Friesen, P Jin, J Kremer, B Rüdiger
arXiv preprint arXiv:1902.02833, 2019
272019
Stochastic models of tumour development and related mesoscopic equations
D Finkelshtein, M Friesen, H Hatzikirou, Y Kondratiev, T Kruüger, ...
Мiждисциплiнарнi дослiдження складних систем, 5-85, 2015
182015
Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps
M Friesen, P Jin, B Rüdiger
Ann. Inst. H. Poincaré Probab. Statist. 57 (1), 250-271, 2021
172021
On the anisotropic stable JCIR process
M Friesen, P Jin
ALEA, Lat. Am. J. Probab. Math. Stat. 17, 643 - 674, 2020
162020
Volterra square-root process: Stationarity and regularity of the law
M Friesen, P Jin
Ann. Appl. Probab. 34 (1), 318-356, 2024
142024
Spontaneous wave formation in stochastic self-driven particle systems
M Friesen, H Gottschalk, B Rüdiger, A Tordeux
SIAM Journal on Applied Mathematics 81 (3), 853-870, 2021
142021
Existence of densities for multi-type continuous-state branching processes with immigration
M Friesen, P Jin, B Rüdiger
Stochastic Processes and their Applications 130 (9), 5426-5452, 2020
122020
The Enskog process for hard and soft potentials
M Friesen, B Rüdiger, P Sundar
Nonlinear Differential Equations and Applications NoDEA 26 (3), 20, 2019
122019
Regularity of transition densities and ergodicity for affine jump-diffusion processes
M Friesen, P Jin, J Kremer, B Rüdiger
Math. Nachr. 296 (3), 1117 - 1134, 2020
11*2020
On the boundary behavior of multi-type continuous-state branching processes with immigration
M Friesen, P Jin, B Rüdiger
Electron. Commun. Probab. 25, 1-14, 2020
112020
Long-time behavior for subcritical measure-valued branching processes with immigration
M Friesen
Potential Analysis 59 (2), 705-730, 2023
102023
Stationary covariance regime for affine stochastic covariance models in Hilbert spaces
M Friesen, S Karbach
Finance and Stochastics 28 (4), 1077-1116, 2024
92024
On a class of stochastic partial differential equations with multiple invariant measures
B Farkas, M Friesen, B Rüdiger, D Schroers
Nonlinear Differential Equations and Applications NoDEA 28 (3), 28, 2021
92021
Stochastic Cucker-Smale flocking dynamics of jump-type
M Friesen, O Kutoviy
KINETIC AND RELATED MODELS 13 (2), 211-247, 2020
9*2020
Non-equilibrium dynamics for a Widom–Rowlinson type model with mutations
M Friesen
Journal of Statistical Physics 166 (2), 317-353, 2017
92017
Evolution of states and mesoscopic scaling for two-component birth-and-death dynamics in continuum
M Friesen, O Kutoviy
Methods Funct. Anal. Topology 22 (4), 346 - 374, 2016
92016
Non-autonomous interacting particle systems in continuum
M Friesen
Methods Funct. Anal. Topology 22 (3), 220 - 244, 2016
82016
Limits of stochastic Volterra equations driven by Gaussian noise
L Amedeo Bianchi, S Bonaccorsi, M Friesen
arXiv e-prints, arXiv: 2311.07358, 2023
7*2023
Regular occupation measures of Volterra processes
M Friesen
arXiv preprint arXiv:2404.05381, 2024
52024
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Articles 1–20