15 citations · 103 across the 25 of their papers we have counts for
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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.PR2018★ 8 cited
On Stochastic Cucker-Smale flocking dynamics
Martin Friesen, Oleksandr Kutoviy
We present a stochastic version of the Cucker-Smale flocking dynamics based on a markovian -particle system of pair interactions with unbounded and, in general, non-Lipschitz co…