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math.PR2018★ 15 cited
Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps
Martin Friesen, Peng Jin, Barbara Rüdiger
We study existence of densities for solutions to stochastic differential equations with Hölder continuous coefficients and driven by a -dimensional Lévy process $Z=(Z_{t})_{t\ge…
math.PR2018★ 8 cited
Existence of densities for multi-type CBI processes
Martin Friesen, Peng Jin, Barbara Rüdiger
Let X be a multi-type continuous-state branching process with immigration (CBI process) on state space . Denote by , , the law of . We provide s…
math-ph2018★ 10 cited
The Enskog process for hard and soft potentials
Martin Friesen, Barbara Rüdiger, Padmanabhan Sundar
The density of a moderately dense gas evolving in a vacuum is given by the solution of an Enskog equation. Recently we have constructed in [ARS17] the stochastic process that corre…