15 citations · 72 across the 15 of their papers we have counts for
4 papers · 1 filter
Spontaneous wave formation in stochastic self-driven particle systems
Martin Friesen, Hanno Gottschalk, Barbara Rüdiger +1
Waves and oscillations are commonly observed in the dynamics of self-driven agents such as pedestrians or vehicles. Interestingly, many factors may perturb the stability of space h…
Isomorphisms for spaces of predictable processes and an extension of the Itô integral
Barbara Rüdiger, Stefan Tappe
Our goal of this note is to give an easy proof that spaces of predictable processes with values in a Banach space are isomorphic to spaces of progressive resp. adapted, measurable…
Boundary behavior of multi-type continuous-state branching processes with immigration
Martin Friesen, Peng Jin, Barbara Rüdiger
In this article we provide a sufficient condition for a continuous-state branching process with immigration (CBI process) to not hit its boundary, i.e. for non-extinction. Our resu…
Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes
Martin Friesen, Peng Jin, Barbara Rüdiger
This work is devoted to the study of conservative affine processes on the canonical state space R_+^m \times \R^nm + n > 0$. We show that each affine process can be…