41 citations · 257 across the 53 of their papers we have counts for
7 papers · 2 filters
Stochastic analysis for vector-valued generalized grey Brownian motion
Wolfgang Bock, Martin Grothaus, Karlo Orge
In this article, we show that the standard vector-valued generalization of a generalized grey Brownian motion (ggBm) has independent components if and only if it is a fractional Br…
Dirichlet form analysis of the Jacobi process
Martin Grothaus, Max Sauerbrey
We construct and analyze the Jacobi process - in mathematical biology referred to as Wright-Fisher diffusion - using a Dirichlet form. The corresponding Dirichlet space takes the f…
Convergence Rate for Degenerate Partial and Stochastic Differential Equations via weak Poincaré Inequalities
Alexander Bertram, Martin Grothaus
We employ weak hypocoercivity methods to study the long-term behavior of operator semigroups generated by degenerate Kolmogorov operators with variable second-order coefficients, w…
An improved characterisation of regular generalised functions of white noise and an application to singular SPDEs
Martin Grothaus, Jan Müller, Andreas Nonnenmacher
A characterisation of the spaces and introduced in Grothaus et al. (Methods Funct Anal Topol 3(2):46-64, 1997) and Potthoff and Timpel (Potential A…
Hypocoercivity for non-linear infinite-dimensional degenerate stochastic differential equations
Benedikt Eisenhuth, Martin Grothaus
The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semig…
A White Noise Approach to Stochastic Currents of Brownian Motion
Martin Grothaus, Herry Pribawanto Suryawan, José Luís da Silva
In this paper we study stochastic currents of Brownian motion , , by using white noise analysis. For and for $x=0\in\m…