1 citations · 3 across the 7 of their papers we have counts for
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Interacting particle systems with continuous spins
Viktor Bezborodov, Luca Di Persio, Martin Friesen +1
We study a general class of interacting particle systems over a countable state space where on each site the particle mass follows a stochastic differen…
Stationary Covariance Regime for Affine Stochastic Covariance Models in Hilbert Spaces
Martin Friesen, Sven Karbach
We study the long-time behavior of affine processes on positive self-adjoiont Hilbert-Schmidt operators which are of pure-jump type, conservative and have finite second moment. For…
Regularity of transition densities and ergodicity for affine jump-diffusion processes
Martin Friesen, Peng Jin, Jonas Kremer +1
In this paper we study the transition density and exponential ergodicity in total variation for an affine process on the canonical state space $\mathbb{R}_{\geq0}^{m}\times\mathbb{…
On the anisotropic stable JCIR process
Martin Friesen, Peng Jin
We investigate the anisotropic stable JCIR process which is a multi-dimensional extension of the stable JCIR process but also a multi-dimensional analogue of the classical JCIR pro…
Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices
Martin Friesen, Peng Jin, Jonas Kremer +1
This article investigates the long-time behavior of conservative affine processes on the cone of symmetric positive semidefinite -matrices. In particular, for conservati…
Exponential ergodicity for stochastic equations of nonnegative processes with jumps
Martin Friesen, Peng Jin, Jonas Kremer +1
In this work, we study ergodicity of continuous time Markov processes on state space obtained as unique strong solutions to stochastic equations…