Affiliation
Ass. Prof. Dr. Martin Friesen
School of Mathematical Sciences
Dublin City University
Glasnevin, Dublin 9, D09 W6Y4
Academic
Since September 2020: permanent Ass. Prof. position
School of Mathematical Sciences, Dublin City University, Ireland
October 2016 - August 2020: Post-Doc
School of Mathematical and Natural Sciences, Wuppertal University (BUW), Germany
May 2013 - July 2016: Ph.D. Thesis (Dr. math.)
Department of Mathematics, Bielefeld University, Germany
"Semigroup methods for birth-and-death evolutions in the continuum", summa cum laude
Supervisor: Prof. Dr. Yuri Kondratiev
October 2011 - February 2013: Master of Science in Mathematics
Department of Mathematics, Bielefeld University, Germany
April 2009 - October 2011: Bachelor of Science in Mathematics, minor subject Physics
Department of Mathematics, Bielefeld University, Germany
Prices, Awards, Scholarships, and Research Funding
Numerical study of rough volatility models in Financial markets, Student: Patrik O'Brien (ACM student at the DCU)
Research Travel Fund 2023, 780€, for conference link
FSH Undergraduate Summer Research Internship 2023, 2.040 Euro, link
French Research Residency 2023, Collaborator: M. Ben Alaya from Univ. Rouen, Grant amount up to 2.000 Euro
Charlemont Grant 2023, Royal Irish Society, reservation list
ECIU Travel mobility grant 2022 "Volterra stochastic partial differential equations”, Collaborators: S. Bonaccorsi, L. Bianchi from Trento University, Grant amount: 3.600 Euro
IRC Laureate Awards 2022, Singular stochastic Volterra processes: How the past influences our future, reservation list
RISM Scholarship 2018 for the conference: “Developments in Stochastic Partial Differential Equations” (July 23-27, 2018), Department of Mathematics, Universitá Degli Studi, Dell’ Insubria, Varese
IRTG Scholarship for PhD 2014 - 2016 Department of Mathematics, Bielefeld University
Award for excellent teaching 2012, Department of Mathematics, Bielefeld University
Committee work
External referee in the Habilitation committee at Georg-August-Universität Göttingen, Germany for Dr. Viktor Bezborodov “Stochastic evolution of spatial systems”, (2023)
Member of examination committee for Ph.D. Thesis by Dr. Laura Bittner (2019), “On Shape Calculus with Elliptic PDE Constraints in Classical Function Spaces“, University of Wuppertal, Germany
Member of hiring committee for W2-professorship in Mathematics Education (2018), Prof. Dr. Ralf Benölken, School of Mathematics and Natural Sciences, University of Wuppertal, Germany
Organization of conferences, workshops, and schools
"Stochastics in Mathematical Physics and Finance” Conference, October 21 - 25, 2024 in Hammamet, Tunisia Organized by: S. M. Aouadi (Tunis El Manar University), G. di Nunno (University of Oslo), O. Draouil (Tunis El Manar University), M. Friesen (Dublin City University), A. Hilbert (Linnaeus University), A. Khedher (University of Amsterdam), B. Øksendal (University of Oslo), B. Rüdiger (Bergische University Wuppertal), J. Teichmann (ETH Zürich), N. Touzi (New York University), M. Vanmaele (Ghent University)
"Stochastics in Mathematical Physics and Finance", October 16 - 20, 2023 in Hammamet, Tunisia, Golden Tulip Hotel, Organized by: Giulia Di Nunno (STORM and University of Oslo), Martin Friesen (Dublin City University), Asma Khedher (University of Amsterdam), Habib Ouerdiane (Tunis El-Manar University), Barbara Rüdiger (Wuppertal University), Nizar Touzi (Ecole Polytechnique), Michèle Vanmaele (Ghent University)
"Stochastic Processes, Analysis and Semigroups", December 12 - 16, 2022, University of Trento, Organising committee: Luigi Amedeo Bianchi (Università di Trento), Stefano Bonaccorsi (Università di Trento), Martin Friesen (Dublin City University), Barbara Rüdiger (Bergische Universität Wuppertal)
"Recent developments in Stochastics with applications in Mathematical Physics and Finance", 17 – 21 October 2022 in Hammamet, Tunisia, Organized by: G. Di Nunno (STORM and University of Oslo), M. Friesen (Dublin City University), A. Khedher (University of Amsterdam), H. Ouerdiane (Tunis El-Manar University), B. Rüdiger (Wuppertal University).
"Recent developments in Stochastics", November 12, 2021, Online-Conference, Replacement for the in-person conference in Hammamet, Tunisia, October 04 – 08, 2020, Funded by the DAAD, Organized by: G. Di Nunno (STORM and University of Oslo), M. Friesen (Dublin City University), H. Ouerdiane (Tunis El-Manar University), B. Rüdiger (Bergische Universität Wuppertal), and B. Ugurcan (Bergische Universität Wuppertal).
"Stochastic Processes, Analysis and Semigroups", August 30 – September 03, 2021, Hybrid-Conference at Trento University, Italy, Organized by: S. Bonaccorsi (Università di Trento), B. Farkas (Bergische Universität Wuppertal), M. Friesen (Dublin City University), B. Rüdiger (Bergische Universität Wuppertal), and B. Ugurcan (Bergische Universität Wuppertal).
"Ph.D. Kolloquium Stochastics", August 03 – 05, 2016, Bielefeld University, Germany, Organized by: J. Chaker, M. Friesen, D. Kämpfe, A. Nickel
Lectures Ph.D. and Master mini-courses
”SPDEs with multiple limiting distributions“, Trento University, August 30 – September 03, 2021
”Couplings and optimal transport”, Tunis El-Manar University, October 21 – October 25, 2019
“Existence of densities for SDEs driven by Lévy processes with anisotropic jumps”, Tunis El-Manar University, October 22 – October 26, 2018
“Interacting particle systems with applications to infection problems”, Tunis El-Manar University, 2017
“Introduction to the kinetic theory of gases”, Wuppertal University, 2017
Talks at conferences, workshops, and seminars
Bernoulli-IMS 11th World Congress in Probability and Statistics 2024, accepted contributed talk, August 2024
LMRS, University of Rouen, June 13, Colloquium talk
TU Vienna, Math. Finance Seminar, May 23, 2024
TU Graz, Kolloquium, May 06, 2024
Uppsala University, April 26, 2024
Trento University, November, 07 - 15, 2023, Seminar
Hammamet, October 20, 2023, Conference on Stochastics in Mathematical Physics and Finance
Chalmers University, 22. August 2023, Seminar
ATU Sligo, 07. December 2022, Seminar
Luebeck University, Institute of Mathematics, 22. November 2022, Seminar
TU Dresden, 10 - 11. November 2022, Workshop, ”Stochastic Analysis and Related Topics (START 2022)”, slides
Hammamet, 20. October 2022, Conference, "Recent developments in Stochastics with applications in Mathematical Physics and Finance", slides
Trento University, 12. May 2022, Seminar, slides
Wroclaw University, 15. March 2022, "Non-local operators, Probability and Singularities, Online Seminar", slides
Trento University, 09. December 2021, Seminar
University of Amsterdam, 23. September 2021, Seminar, slides
TU Dresden, 07. May 2020, Stochastik Oberseminar, slides
Technion, Haifa, February 2020, "The 3rd Haifa Probability School Workshop on Random Geometry and Stochastic Analysis", slides
Konstanz University, 10. February 2020, Seminar
Louisiana State University, 31. January 2020, Seminar
Hammamet, Tunisia, October 2019, "International Conference on Control, Games and Stochastic Analysis"
Hammamet, Tunisia, October 2018, "International Conference on Control, Games and Stochastic Analysis"
TU Darmstadt, March 2018, Workshop "Discrete and Continuous Spin Systems"
Bielefeld University, 31. January 2018, Bielefeld Stochastic Afternoon, Seminar
Technion, Haifa, December 2017, "2nd Haifa Probability School: Stochastic Analysis and Random Fields"
Hammamet, Tunisia, October 2017, "International Conference on Control, Games and Stochastic Analysis"
Bielefeld University, November 2016, Workshop "Multiscale Modeling of Tumor Evolution"
Universidade da Madeira, Funchal, July 2015, Workshop
Politechnica Wroclaw, August 2014, Seminar
Referee work
Stochastic Processes and their Applications (2024)
Stochastics (2024)
Finance and Stochastics (2024)
Journal of Evolution Equations (2023)
Journal of Statistical Physics (2023)
Electronic Journal of Probability (2023)
AIMS Mathematics (2023)
Open Mathematics (2023)
Analysis Mathematica (2023)
Annales de I'Institut Henri Poincare (2023)
Finance and Stochastics (2023)
Electronic Journal of Probability (2023)
Stochastic Analysis and Applications (2023)
Stochastics (2022)
Stochastic Processes and their Applications (2022)
Stochastic Analysis and Applications (2021)
Stochastics and Partial Differential Equations: Analysis and Computations (2021)
Stat. and Prob. Letters (2021)
Modern Stochastics: Theory and Applications (2021)
Special issue on Sergio Albeverio's 80th anniversary (2021)
Journal Theoretical Probability (2021)
Journal Theoretical Probability (2021)
Mathematical Methods in the Applied Sciences (2020)
Physical Review Letters A (2017)