Martin Friesen

Assist. Prof

Contact Details


X138b

T:Ext. 5774

E:Martin.Friesen@dcu.ie
W:https://sites.google.com/view/martinfriesen/home
Profile Photo
From September 2020:
Ass. Prof. at DCU

October 2016 - September 2020:
Post-Doc at Stochastics Group chaired by Prof. Dr. Barbara Rüdiger
University of Wuppertal, Germany

May 2013 – July 2016:
Ph.D. ’Semigroup methods for birth-and-death evolutions in the continuum’
supervisor Prof. Dr. Yuri Kondratiev
Bielefeld University, Germany

October 2011 – February 2013:
Master of Mathematical Sciences
Bielefeld University, Germany

April 2009 – October 2011:
Bachelor of Mathematical Sciences with minor subject Physics
Bielefeld University, Germany

Peer Reviewed Journal

Year Publication
2022 Martin Friesen (2022) 'Long-Time Behavior for Subcritical Measure-Valued Branching Processes with Immigration'. Potential Analysis, . https://doi.org/10.1007/s11118-021-09983-4
2022 Martin Friesen;Barbara Ruediger;Padmanabhan Sundar (2022) 'On uniqueness and stability for the Enskog equation'. NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS, . https://doi.org/10.1007/s00030-022-00755-6
2021 Friesen, Martin and Jin, Peng and Rüdiger, Barbara (2021) 'Existence of densities for stochastic differential equations drivenby Lévy processes with anisotropic jumps'. Annales Henri Poincare, 57 (1):250-271. https://doi.org/10.1214/20-AIHP1077
2021 Farkas, Bálint and Friesen, Martin and Rüdiger, Barbara and Schroers, Dennis (2021) 'On a class of stochastic partial differential equations with multiple invariant measures'. Nonlinear Differential Equations and Applications, 28 (28). [DOI]
2021 Martin Friesen, Peng Jin, Jonas Kremer, Barbara Ruediger (2021) 'Regularity of transition densities and ergodicity for affine jump-diffusion processes'. Mathematische Nachrichten, .
2021 Martin Friesen;Hanno Gottschalk;Barbara Ruediger;Antoine Tordeux (2021) 'Spontaneous Wave Formation in Stochastic Self-Driven Particle Systems'. SIAM Journal on Applied Mathematics, . https://doi.org/10.1137/20M1315567
2020 Friesen, Martin and Jin, Peng and Rüdiger, Barbara (2020) 'Existence of densities for multi-type continuous-state branching processes with immigration'. 130 (9):5426-5452. [Link] [DOI]
2020 Friesen, Martin and Kutoviy, Oleksandr (2020) 'Nonlinear perturbations of evolution systems in scales of Banach spaces'. 33 (11):6134-6156. [Link] [DOI]
2020 Friesen, Martin and Jin, Peng (2020) 'On the anisotropic stable JCIR process'. 17 (2):643-674. [Link] [DOI]
2020 Friesen, Martin and Jin, Peng and Kremer, Jonas and Rüdiger, Barbara (2020) 'Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices'. 52 (3):825-854. [Link] [DOI]
2020 Friesen, Martin and Jin, Peng and Rüdiger, Barbara (2020) 'On the boundary behavior of multi-type continuous-state branching processes with immigration'. Electronic Communications in Probability, 25 (84):1-14. [DOI]
2020 Friesen, Martin and Kutoviy, Oleksandr (2020) 'Stochastic Cucker-Smale flocking dynamics of jump-type'. 13 (2):211-247. [Link] [DOI]
2020 Friesen, Martin and Jin, Peng and Rüdiger, Barbara (2020) 'Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes'. 30 (5):2165-2195. [Link] [DOI]
2019 Friesen, Martin and Kondratiev, Yuri (2019) 'Weak-coupling limit for ergodic environments'. 25 (2):118-133.
2019 Friesen, Martin (2019) 'Linear evolution equations in scales of Banach spaces'. 276 (12):3646-3680. [Link] [DOI]
2019 Friesen, Martin and Rüdiger, Barbara and Sundar, Padmanabhan (2019) 'The Enskog process for hard and soft potentials'. Nonlinear Differential Equations and Applications, 29 (20):1-42. [DOI]
2018 Friesen, Martin and Kondratiev, Yuri (2018) 'Stochastic averaging principle for spatial birth-and-death evolutions in the continuum'. 171 (5):842-877. [Link] [DOI]
2017 Friesen, Martin (2017) 'Non-equilibrium dynamics for a Widom-Rowlinson type model with mutations'. 166 (2):317-353. [Link] [DOI]
2016 Friesen, Martin and Kutoviy, Oleksandr (2016) 'Evolution of states and mesoscopic scaling for two-component birth-and-death dynamics in continuum'. 22 (4):346-374.
2016 Friesen, Martin (2016) 'Non-autonomous interacting particle systems in continuum'. 22 (3):220-244.
2015 Finkelshtein, Dimitri and Friesen, Martin and Hatzikirou,Haralampos and Kondratiev, Yuri and Kr\"uger, Tyll and Kutoviy, Oleksandr (2015) 'Stochastic models of tumour development and related mesoscopic equations'. 7 :5-85.
2013 Friesen, Martin and Kutoviy (2013) 'On nonautonomous Markov evolutions in continuum'. 2 :5-59.

Abstract

Year Publication
2020 Dawid, Herbert and Friesen, Martin and Kutoviy, Oleksandr and Röckner, Michael (2020) Mean-field analysis of Industry dyanmics under financial constraints. ABST
2019 Friesen, Martin and Jin, Peng and Rüdiger, Barbara (2019) Exponential ergodicity for stochastic equations of nonnegative processes with jumps. ABST
2017 Friesen, Martin and Kondratiev, Yuri (2017) Stochastic averaging for a spatial population model in random environment. ABST

Research Paper

Year Publication
2022 Martin Friesen;Peng Jin (2022) Volterra square-root process: Stationarity and regularity of the law. RP
2022 Martin Friesen;Sven Karbach (2022) Stationary Covariance Regime for Affine Stochastic Covariance Models in Hilbert Spaces. RP
Certain data included herein are derived from the © Web of Science (2022) of Clarivate. All rights reserved.

Employment

Employer Position From / To
Bergische Universitaet Wuppertal Post-Doc 01/10/2016 - 31/08/2020
Bielefeld University Ph.D. student 15/03/2013 - 30/09/2016

Research Interests

  • Stochastic Processes
  • Stochastic Volterra Processes
  • Interacting Particle Systems
  • Limit Theorems and Scaling limits
  • Ergodicity
  • Markov processes
  • Stochastic Partial Differential equations

Research Projects

Title Role Description Start date End date
ECIU Researcher Mobility Fund - Asyptotics of Stochastic Volterra equations DCU PI This mobility fund enables Martin Friesen to continue and intensify his collaboration with Stefano Bonaccorsi (Univ. Trento, Italy) by studying the asymptotic behavior (long time limits) of Stochastic Volterra equations on a Hilbert space. Such study includes several particular examples including the Stochastic Heat equation with memory, HJMM-framework with Volterra noise, and Volterra Ornstein-Uhlenbeck type processes as particular examples. This research is performed partially at the DCU and partially funded by this project during the research stay of Martin Friesen in May 2022 at Trento University (Italy). 01/05/2022 31/05/2022
Recent developments in stochastics with applications in mathematical physics and finance Co-applicant, Co-organizer 23/11/2020 27/11/2020
Asymptotic properties of stochastic processes and related semigroups - Theory and Applications Co-applicant, Co-organizer, Lecturer 14/09/2020 24/09/2020

External Collaborators

Type Name Company Role
External Luigi Bianchi Trento University
External Barbara Ruediger Bergische Universitaet Wuppertal Academic
External Peng Jin United International College Academic
External Stefano Bonaccorsi Trento University Academic
External Peter Kuchling Bergische Universitaet Wuppertal Academic
External Viktor Bezborodov University Goettingen Academic
External Sven Karbach Amsterdam University Academic
External Oleksandr Kutoviy Bielefeld University Academic
External Padmanabhan Sundar Louisiana State University Academic
External Luca Di Persio University Verona Academic

Modules Coordinated

Term Title Subject
2022 Numerical Methods MS213
2022 Analysis 2 MS231
2022 Introduction to Analysis MS323
2022 Calculus of several variables MS205
2021 Introduction to Analysis MS323
2021 Analysis MS231