15 citations · 103 across the 25 of their papers we have counts for
8 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…
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…
Long-time behavior for subcritical measure-valued branching processes with immigration
Martin Friesen
In this work we study the long-time behavior for subcritical measure-valued branching processes with immigration on the space of tempered measures. Under some reasonable assumption…
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…
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…
Weak-coupling limit for ergodic environments
Martin Friesen, Yuri Kondratiev
The main aim of this work is to establish an averaging principle for a wide class of interacting particle systems in the continuum. This principle is an important step in the analy…
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…