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researcher

Andreas Søjmark

15 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 author10

Across the 14 of 15 papers where every author was matched, so the position is known.

fields
  • math.PR11
  • math.AP1
  • math.OC1
  • q-fin.MF1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20182026
most citedA Dynamic Default Contagion Model: From Eisenberg-Noe to the Mean Field

6 citations · 7 across the 11 of their papers we have counts for

collaborators
Showing 2018Show all

1 paper · 1 filter

math.PR2018

Uniqueness for contagious McKean--Vlasov systems in the weak feedback regime

Sean Ledger, Andreas Sojmark

We present a simple uniqueness argument for a collection of McKean-Vlasov problems that have seen recent interest. Our first result shows that, in the weak feedback regime, there i…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.