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Scopus Author ID: 57192576191

Keywords

Interacting particle systems, Markov processes, Ergodicity, Stochastic Volterra equations, Invariant measures, McKean-Vlasov equation, affine processes, continuous-state branching processes, Large deviations

Countries

Ireland

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Works (28)

LIMIT THEOREMS FOR TIME AVERAGES OF CONTINUOUS-STATE BRANCHING PROCESSES WITH IMMIGRATION

arXiv
2022 | Other
DOI: 10.48550/arXiv.2208.12695
EID:

2-s2.0-85137223966

Part of ISSN: 23318422
Contributors: Abdellatif, M.; Friesen, M.; Kuchling, P.; Rüdiger, B.
Source: Self-asserted source
Martin Friesen via Scopus - Elsevier

STATIONARY COVARIANCE REGIME FOR AFFINE STOCHASTIC COVARIANCE MODELS IN HILBERT SPACES

arXiv
2022 | Other
EID:

2-s2.0-85127741600

Part of ISSN: 23318422
Contributors: Friesen, M.; Karbach, S.
Source: Self-asserted source
Martin Friesen via Scopus - Elsevier

VOLTERRA SQUARE-ROOT PROCESS: STATIONARITY AND REGULARITY OF THE LAW

arXiv
2022 | Other
DOI: 10.48550/arXiv.2203.08677
EID:

2-s2.0-85141673283

Part of ISSN: 23318422
Contributors: Friesen, M.; Jin, P.
Source: Self-asserted source
Martin Friesen via Scopus - Elsevier

Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps

Annales de l’Institut Henri Poincaré - Probabilités et Statistiques
2021 | Journal article
DOI: https://doi.org/10.1214/20-AIHP1077
EID:

2-s2.0-85093323742

Part of ISSN: 23318422
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 3)‎

On a class of stochastic partial differential equations with multiple invariant measures

Nonlinear Differential Equations and Applications NoDEA
2021 | Journal article
DOI: 10.1007/s00030-021-00691-x
EID:

2-s2.0-85104028163

Part of ISSN: 14209004 10219722
EID:

2-s2.0-85095292733

Part of ISSN: 23318422
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 3)‎

Regularity of transition densities and ergodicity for affine jump-diffusion processes

Math. Nach.
2021 | Journal article
DOI: 10.1002/mana.202000299
EID:

2-s2.0-85095161061

Part of ISSN: 23318422
EID:

2-s2.0-85127018974

Part of ISSN: 15222616 0025584X
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 3)‎

Spontaneous wave formation in stochastic self-driven particle systems

SIAM J. Appl. Math.
2021 | Journal article
DOI: 10.1137/20M1315567
EID:

2-s2.0-85098340906

Part of ISSN: 23318422
EID:

2-s2.0-85106551095

Part of ISSN: 00361399
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 3)‎

Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices

Adv. in Appl. Probab.
2020 | Journal article
DOI: 10.1017/apr.2020.21
EID:

2-s2.0-85093804238

Part of ISSN: 23318422
Part of ISSN: 0001-8678
EID:

2-s2.0-85092212823
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 3)‎

Existence of densities for multi-type continuous-state branching processes with immigration

Stochastic Process. Appl.
2020 | Journal article
DOI: 10.1016/j.spa.2020.03.012
Part of ISSN: 0304-4149
EID:

2-s2.0-85093288491

Part of ISSN: 23318422
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 3)‎

Industry dyanmics under financial constraints

2020 | Journal article
Source: Self-asserted source
Martin Friesen

Nonlinear perturbations of evolution systems in scales of Banach spaces

Nonlinearity
2020 | Journal article
DOI: 10.1088/1361-6544/ab9dc9
EID:

2-s2.0-85092717846

Part of ISSN: 13616544 09517715
EID:

2-s2.0-85092846426

Part of ISSN: 23318422
Part of ISSN: 0951-7715
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 3)‎

On the anisotropic stable JCIR process

ALEA Lat. Am. J. Probab. Math. Stat.
2020 | Journal article
DOI: 10.30757/alea.v17-25
EID:

2-s2.0-85093293937

Part of ISSN: 23318422
EID:

2-s2.0-85098869230

Part of ISSN: 19800436
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 3)‎

On the boundary behavior of multi-type continuous-state branching processes with immigration

Electron. Commun. Probab.
2020 | Journal article
DOI: 10.1214/20-ECP364
EID:

2-s2.0-85093763379

Part of ISSN: 23318422
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 3)‎

On uniqueness and stability for the Enskog equation

arXiv:2004.07034
2020 | Journal article
DOI: 10.1007/s00030-022-00755-6
EID:

2-s2.0-85095308533

Part of ISSN: 23318422
EID:

2-s2.0-85126185887

Part of ISSN: 14209004 10219722
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 3)‎

Stochastic Cucker-Smale flocking dynamics of jump-type

Kinet. Relat. Models
2020 | Journal article
DOI: 10.3934/krm.2020008
Part of ISSN: 1937-5093
EID:

2-s2.0-85095024226

Part of ISSN: 23318422
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 3)‎

Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes

Ann. Appl. Probab.
2020 | Journal article
DOI: 10.1214/19-AAP1554
EID:

2-s2.0-85083307860

Part of ISSN: 10505164
EID:

2-s2.0-85093130805

Part of ISSN: 23318422
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 3)‎

Exponential ergodicity for stochastic equations of nonnegative processes with jumps

arXiv:1902.02833
2019 | Journal article
EID:

2-s2.0-85093774764

Part of ISSN: 23318422
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 2)‎

Linear evolution equations in scales of Banach spaces

J. Funct. Anal.
2019 | Journal article
DOI: 10.1016/j.jfa.2019.03.009
EID:

2-s2.0-85063736151

Part of ISSN: 10960783 00221236
Part of ISSN: 0022-1236
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 2)‎

Long-time behavior for measure-valued Markov processes with immigration

arXiv:1903.05546
2019 | Journal article
EID:

2-s2.0-85093175750

Part of ISSN: 23318422
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 5)‎

The Enskog process for hard and soft potentials

NoDEA Nonlinear Differential Equations Appl.
2019 | Journal article
DOI: 10.1007/s00030-019-0566-6
Part of ISSN: 1021-9722
EID:

2-s2.0-85065874071

Part of ISSN: 14209004 10219722
EID:

2-s2.0-85093142586

Part of ISSN: 23318422
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 3)‎

Weak-coupling limit for ergodic environments

Methods Funct. Anal. Topology
2019 | Journal article
EID:

2-s2.0-85093028995

Part of ISSN: 23318422
EID:

2-s2.0-85068256617

Part of ISSN: 24157503 10293531
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 3)‎

Stochastic Averaging Principle for Spatial Birth-and-Death Evolutions in the Continuum

J. Stat. Phys.
2018 | Journal article
DOI: 10.1007/s10955-018-2042-9
Part of ISSN: 0022-4715
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 2)‎

Non-equilibrium Dynamics for a Widom--Rowlinson Type Model with Mutations

J. Stat. Phys.
2017 | Journal article
DOI: 10.1007/s10955-016-1699-1
Part of ISSN: 0022-4715
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 2)‎

Stochastic averaging for a spatial population model in random environment

arXiv:1712.03413v1
2017 | Journal article
EID:

2-s2.0-85095306411

Part of ISSN: 23318422
EID:

2-s2.0-85092840241
Source: Self-asserted source
Martin Friesen
grade
Preferred source (of 3)‎

Evolution of states and mesoscopic scaling for two-component birth-and-death dynamics in continuum

Methods Funct. Anal. Topology
2016 | Journal article
Part of ISSN: 1029-3531
Source: Self-asserted source
Martin Friesen

Non-autonomous interacting particle systems in continuum

Methods Funct. Anal. Topology
2016 | Journal article
Source: Self-asserted source
Martin Friesen

Stochastic models of tumour development and related mesoscopic equations

Inter. Stud. Comp. Sys.
2015 | Journal article
Source: Self-asserted source
Martin Friesen

On nonautonomous Markov evolutions in continuum

Interdisciplinary Studies of Complex Systems
2013-02-01 | Journal article | Investigation, Writing - original draft
Contributors: Martin Friesen
Source: Self-asserted source
Martin Friesen

Peer review (4 reviews for 4 publications/grants)

Review activity for Journal of evolution equations : (1)
Review activity for Journal of theoretical probability. (1)
Review activity for Stochastic processes and their applications. (1)
Review activity for Stochastics and partial differential equations. (1)
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