15 citations · 103 across the 25 of their papers we have counts for
5 papers · 1 filter
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…
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…
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…
Nonlinear perturbations of evolution systems in scales of Banach spaces
Martin Friesen, Oleksandr Kutoviy
A variant of the abstract Cauchy-Kovalevskaya theorem is considered. We prove existence and uniqueness of classical solutions to the nonlinear, non-autonomous initial value problem…
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…