Publication list

Preprints:

1. Martin Friesen, Stefan Gerhold, Kristof Wiedermann, Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts, arXiv:2412.15971, 2024

2. Mohamed Ben Alaya, Martin Friesen, Jonas Kremer, Maximum Likelihood estimation in the ergodic Volterra Ornstein-Uhlenbeck process, arXiv:2404.05554 , 2024

3. Mohamed Ben Alaya, Martin Friesen, Jonas Kremer, Ergodicity and Law-of-Large numbers for the Volterra Cox-Ingersoll-Ross process, arXiv:2409.04496 , 2024

4. Martin Friesen, Regular occupation measures of Volterra processes, arXiv:2404.05381, 2024

5. Ole Cañadas, Martin Friesen, Comparison Principles for Stochastic Volterra equations, arXiv:2403.15801, 2024

Publications:

1. Abdellatif, Mariem and Friesen, Martin and Kuchling, Peter and Rüdiger, Barbara, A large deviations principle for time averages of continuous-state branching processes with immigration, to appear in Stochastics (2025), arXiv:2208.12695

2. Viktor Bezborodov, Luca Di Persio, Martin Friesen, Peter Kuchling, Interacting particle systems with continuous spins, arXiv:2308.07838, to appear in Annales de l’Institut Henri Poincaré Probabilités et Statistiques, 2025

3. Luigi Amadeo Bianchi, Stefano Bonaccorsi, Martin Friesen, Limits of stochastic Volterra processes driven by Gaussian noise, Stochastic Partial Differential Equations: Analysis and Computations, 2024

4. Friesen, Martin and Karbach, Sven, Stationary Covariance Regime for Affine Stochastic Covariance Models in Hilbert Spaces, Finance Stoch 28, 1077–1116 (2024). link

5. Friesen, Martin and Jin, Peng, Volterra square-root process: Stationarity and regularity of the law, The Annals of Applied Probability 34 (2024), no. 1A, 318 – 356. link

6. Friesen, Martin and Jin, Peng and Rüdiger, Barbara, Exponential ergodicity for stochastic equations of nonnegative processes with jumps, ALEA Lat. Am. J. Probab. Math. Stat., 20, 593 - 627 (2023), https://doi.org/10.30757/ALEA.v20-22 

7. Friesen, Martin and Rüdiger, Barbara and Sundar, Padmanabhan, On uniqueness and stability for the Enskog equation, Nonlinear Differ. Equ. Appl. (NoDEA), vol. 29, no. 25, 2022, https://doi.org/10.1007/s00030-022-00755-6

8. Friesen, Martin, Long-time behavior for measure-valued Markov processes with immigration, Pot. Analysis, 2022, https://doi.org/10.1007/s11118-021-09983-4

9. Friesen, Martin and Jin, Peng and Kremer, Jonas and Rüdiger, Barbara, Regularity of transition densities and ergodicity for affine jump-diffusion processes, Math. Nach., Nov. 2022, https://doi.org/10.1002/mana.202000299 

10. Friesen, Martin and Gottschalk, Hanno and Rüdiger, Barbara and Tordeux, Antoine, Spontaneous wave formation in stochastic self-driven particle systems, SIAM J. Appl. Math., vol 81, no. 3, 853–870, 2021, https://doi.org/10.1137/20M1315567 

11. Farkas, Bálint and Friesen, Martin and Rüdiger, Barbara and Schroers, Dennis, On a class of stochastic partial differential equations with multiple invariant measures, Nonlinear Differ. Equ. Appl. (NoDEA), vol. 28, no. 28, 2021, https://doi.org/10.1007/s00030-021-00691-x 

12. Friesen, Martin and Jin, Peng and Rüdiger, Barbara, Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps, Annales de l’Institut Henri Poincaré Probabilités et Statistiques, vol. 57, no. 1, 250–271, 2021, https://doi.org/10.1214/20-AIHP1077 

13. Friesen, Martin and Jin, Peng and Rüdiger, Barbara, On the boundary behavior of multi-type continuous-state branching processes with immigration, Electron. Commun. Probab., vol. 25, no. 84, 1–14, 2020, https://doi.org/10.1214/20-ECP364 

14. Friesen, Martin and Jin, Peng and Rüdiger, Barbara, Existence of densities for multi-type continuous-state branching processes with immigration, Stochastic Process. Appl., vol. 130, no. 9, 5426–5452, 2020, https://doi.org/10.1016/j.spa.2020.03.012 

15. Friesen, Martin and Kutoviy, Oleksandr, Nonlinear perturbations of evolution systems in scales of Banach spaces, Nonlinearity, vol. 33, no. 11, 6134–6156, 2020, http://dx.doi.org/10.1088/1361-6544/ab9dc9 

16. Friesen, Martin and Jin, Peng, On the anisotropic stable JCIR process, ALEA Lat. Am. J. Probab. Math. Stat., vol. 17, no. 2, 643–674, 2020, https://doi.org/10.30757/ALEA.v17-25 

17. Friesen, Martin and Jin, Peng and Kremer, Jonas and Rüdiger, Barbara, Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices, Adv. in Appl. Probab., vol. 52, no. 3, 825–854, 2020, https://doi.org/10.1017/apr.2020.21 

18. Friesen, Martin and Jin, Peng and Rüdiger, Barbara, Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes, Ann. Appl. Probab., vol. 30, no. 5, 2165 –2195, 2020, https://doi.org/10.1214/19-AAP1554 

19. Friesen, Martin and Kutoviy, Oleksandr, Stochastic Cucker-Smale flocking dynamics of jump-type, Kinet. Relat. Models, vol. 13, no. 2, 211–247, 2020, http://dx.doi.org/10.3934/krm.2020008 

20. Friesen, Martin and Rüdiger, Barbara and Sundar, Padmanabhan, The Enskog process for hard and soft potentials, NoDEA Nonlinear Differential Equations Appl., vol. 26, no. 20, 1–42, 2019, https://rdcu.be/cVusa 

21. Friesen, Martin, Linear evolution equations in scales of Banach spaces, J. Funct. Anal., vol. 276, no. 12, 3646–3680, 2019, https://doi.org/10.1016/j.jfa.2019.03.009 

22. Friesen, Martin and Kondratiev, Yuri, Weak-coupling limit for ergodic environments, Methods Funct. Anal. Topology, vol. 25, no. 2, 118–133, 2019

23. Friesen, Martin and Kondratiev, Yuri, Stochastic averaging principle for spatial birth-and-death evolutions in the continuum, J. Stat. Phys., vol. 171, no. 5, 842–877, 2018, https://rdcu.be/cVusf 

24. Friesen, Martin, Non-equilibrium dynamics for a Widom-Rowlinson type model with mutations, J. Stat. Phys., vol. 166, no. 2, 317–353, 2017, https://rdcu.be/cVusl 

25. Friesen, Martin and Kutoviy, Oleksandr, Evolution of states and mesoscopic scaling for two-component birth-and-death dynamics in continuum, Methods Funct. Anal. Topology, vol. 22, no. 4, 346–374, 2016

26. Friesen, Martin, Non-autonomous interacting particle systems in continuum, Methods Funct. Anal. Topology, vol. 22, no. 3, 220 – 244, 2016

Working Papers:

1. Dawid, Herbert and Friesen, Martin and Kutoviy, Oleksandr and Röckner, Michael, Mean-field analysis of Industry dynamics under financial constraints, 2020, URL 

2. Friesen, Martin and Kondratiev, Yuri, Stochastic averaging for a spatial population model in random environment, arXiv:1712.03413v1, 2017

3. Finkelshtein, Dimitri and Friesen, Martin and Hatzikirou, Haralampos and Kondratiev, Yuri and Krüger, Tyll and Kutoviy, Oleksandr, Stochastic models of tumour development and related mesoscopic equations, Inter. Stud. Comp. Sys., vol. 7, 5 – 85, 2015

4. Friesen, Martin and Kutoviy, Oleksandr, On nonautonomous Markov evolutions in continuum, Inter. Stud. Comp. Sys., vol. 2, 5–59, 2013 (Master Thesis)