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Andreas Søjmark

23 papers hereh-index 7284 citations28 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author4
  • last author19

Across the 23 of 23 papers where every author was matched, so the position is known.

fields
  • math.PR17
  • q-fin.MF3
  • math.AP1
  • math.OC1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20172026
most citedUniqueness for contagious McKean--Vlasov systems in the weak feedback regime

19 citations · 52 across the 21 of their papers we have counts for

collaborators
Showing 2026 · math.PRShow all

3 papers · 2 filters

math.PR2026

Probabilistic estimates for a system of noisy integrate-and-fire neurons

Ben Hambly, Aldaïr Petronilia, Christoph Reisinger +1

In this note, we establish various probabilistic estimates for an interacting particle system that describes the evolution of the membrane potentials in a network of excitatory int…

math.PR2026

Volterra clocks and their pure-jump limits: hitting times of curved boundaries

Eduardo Abi Jaber, Elie Attal, Andreas Sojmark

We introduce a class of continuous Volterra processes, called Volterra clocks, and study their singular limit as the memory kernel collapses to a Dirac mass at zero. The dynamics a…

math.PR2026

A free boundary problem for the mean-field limit of diffusing particles with nonlinear boundary reactivity

Eliana Fausti, Andreas Sojmark

Consider a finite system of diffusing particles coupled through a reactive boundary. Each particle is reflected, but may react with the boundary according to a killing mechanism wh…

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