Information

Prof. Dr. Barbara Mastandrea

Publikationen


  • Martin Friesen, Hanno Gottschalk, Barbara Rüdiger and Antoine Tordeux, Spontaneous wave formation in stochastic self-driven particle systems, submitted to an international journal, 2020

  • Martin Friesen, Peng Jin, Jonas Kremer and Barbara Rüdiger, Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices, submitted to an international journal, 2019

  • Martin Friesen, Barbara Rüdiger and Padmanabhan Sundar, The Enskog process for hard and soft potentials, NoDEA Nonlinear Differential Equations and Applications, 26 (2019), no. 3, 26:20

  • Martin Friesen, Peng Jin, Jonas Kremer and Barbara Rüdiger, Exponential ergodicity for stochastic equations of nonnegative processes with jumps, submitted to an international journal, 2019

  • Martin Friesen, Peng Jin and Barbara Rüdiger, Boundary behavior of multi-type continuous-state branching processes with immigration, submitted to an international journal, 2019

  • Martin Friesen, Peng Jin and Barbara Rüdiger, Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes, accepted in Annals of Applied Probability, 2019

  • Peng Jin, Jonas Kremer and Barbara Rüdiger, Existence of limiting distribution for affine processes, Journal of Mathematical Analysis and Applications, Volume 486, Issue 2, 15 June 2020

  • Martin Friesen, Peng Jin and Barbara Rüdiger, Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps, submitted to an international journal, 2018

  • Martin Friesen, Peng Jin and Barbara Rüdiger, Existence of densities for multi-type CBI processes, submitted to an international journal, 2018

  • Fred Espen Benth, Barbara Rüdiger and Andre Suess, Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility, Stochastic Processes and their Applications, vol. 128(2) (2018), 461-486.

  • P. Jin, J. Kremer, B. Rüdiger, Moments and ergodicity of the jump-diffusion CIR processAn International Journal of Probability and Stochastic Processes, Volume 91, 2019

  • S. Albeverio, B. Rüdiger, P. Sundar, The Enskog Process, J. Stat. Phys., vol. 167 (2017), no.1, pp.90-122.
    The Enskog Process

  • P. Jin, J. Kremer, B. Rüdiger, Exponential ergodicity of an affine two-factor model based on the alpha-root process, Advances in Applied Probability, 49(4), 1144-1169. doi:10.1017/apr.2017.37

  • Albeverio, Sergio; Gawarecki, Leszek; Mandrekar, Vidyadhar; Rüdiger, Barbara; Sarkar, Barun; Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties. Random Oper. Stoch. Equ. 25 (2017), no. 2, 79-105.
  • P. Jin, B.Rüdiger and C.Trabelsi, Exponential ergodicity of the jump-diffusion CIR process, Proceedings of the conference "Stochastics of Environmental and Financial Economics", Center of Advanced Studies, Oslo 2014, Springer Proceedings in Mathematics & Statistics 2016, Springer Verlag.

  • Peng Jin, Barbara Rüdiger & Chiraz Trabelsi, "Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion" pages 75-95 Stochastic Analysis and Applications Volume 34, Issue 1, 2016.
  • Fernando, B. , Rüdiger, B. , Sritharan, S. , Mild Solutions of Stochastic Navier-Stokes Equation with Jump Noise in L^p-spaces, Mathematische Nachrichten, vol.288, Issue 14-15, May (2015).

  • B. Hakwa, M. Jäger-Ambrozewicz, B. Rüdiger; Analysing Systemic Risk Contribution Using A Closed Formula For Conditional Value at Risk Through Copula, Comm. on Stoch.. An . vol. 9, no. 1 (March 2015).

  • V. Mandrekar, B. Rüdiger, Stochastic Integration in Banach spaces, Theory and Applications, Probability Theory and Stochastic Modelling, Springer Verlag, (2015).

  • Click here to see the cover
  • P. Jin, V. Mandrekar, B.Rüdiger and C.Trabelsi, Positive Harris recurrence of the CIR process and its applications, Comm. on Stoch.. An . vol. 7, no. 3 (September 2013).

  • Rüdiger, B., Tappe S.; Isomorphisms for spaces of predictable processes and an extension of the Ito integral. Stoch. Anal. Appl. 30 (2012), no. 3, 529-537.

  • V. Mandrekar, B. Rüdiger S.Tappe; Ito's formula for Banach space valued jump processes driven by Poisson random measures; Seminar on Stochastic Analysis, Random Fields and Applications, Centro Stefano Franscini, Ascona (2011), Birkhäuser, May 2013.

  • Mandrekar, V.; Rüdiger, B. Relation between stochastic integrals and the geometry of Banach spaces. Stoch. Anal. Appl. 27 (2009), no. 6, 1201--1211.

  • Albeverio, S.; Mandrekar, V.; Rüdiger, B. Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise. Stochastic Process. Appl. 119 (2009), no. 3, 835--863.

  • Mandrekar, V.; Rüdiger, B. Generalized Ornstein-Uhlenbeck processes on separable Banach spaces. Seminar on Stochastic Analysis, Random Fields and Applications V, 261--274, Progr. Probab., 59, Birkhäuser, Basel, 2008.

  • Rüdiger, B.; Ziglio, G. Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces. Stochastics 78 (2006), no. 6, 377--410.

  • Mandrekar, V.; Rüdiger, B. Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces. Stochastics 78 (2006), no. 4, 189--212.

  • Mandrekar, V.; Rüdiger, Barbara Lévy noises and stochastic integrals on Banach spaces. Stochastic partial differential equations and applications---VII, 193--213, Lect. Notes Pure Appl. Math., 245, Chapman \& Hall/CRC, Boca Raton, FL, 2006.

  • Albeverio, Sergio; Rüdiger, Barbara Subordination of symmetric quasi-regular Dirichlet forms. Random Oper. Stochastic Equations 13 (2005), no. 1, 17--38.

  • Albeverio, S.; Rüdiger, B. Stochastic integrals and the Lévy-Ito decomposition theorem on separable Banach spaces. Stoch. Anal. Appl. 23 (2005), no. 2, 217--253.

  • Rüdiger, Barbara Stochastic integration for compensated Poisson measures and the Lévy-Itô formula. Proceedings of the International Conference on Stochastic Analysis and Applications, 145--167, Kluwer Acad. Publ., Dordrecht, 2004.

  • Rüdiger, B. Stochastic integration with respect to compensated Poisson random measures on separable Banach spaces. Stoch. Stoch. Rep. 76 (2004), no. 3, 213--242.

  • Albeverio, S.; Rüdiger, B. Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms. J. Funct. Anal. 204 (2003), no. 1, 122--156.

  • Albeverio, Sergio; Rüdiger, Barbara; Wu, Jiang-Lun Analytic and probabilistic aspects of Lévy processes and fields in quantum theory. Lévy processes, 187--224, Birkhäuser Boston, Boston, MA, 2001.

  • Rüdiger, Barbara; Wu, Jiang-Lun Construction by subordination of processes with jumps on infinite-dimensional state spaces and corresponding non local Dirichlet forms. Stochastic processes, physics and geometry: new interplays, II (Leipzig, 1999), 559--571, CMS Conf. Proc., 29, Amer. Math. Soc., Providence, RI, 2000.

  • Albeverio, Sergio; Rüdiger, Barbara; Wu, Jiang-Lun Invariant measures and symmetry property of Lévy type operators. Potential Anal. 13 (2000), no. 2, 147--168.

  • Bertini, L.; Buttà, P.; Rüdiger, B. Interface dynamics and Stefan problem from a microscopic conservative model. Rend. Mat. Appl. (7) 19 (1999), no. 4, 547--581 (2000).

  • Bertini, Lorenzo; Buttà, Paolo; Rüdiger, Barbara A microscopic model of phase field type. Seminar on Stochastic Analysis, Random Fields and Applications (Ascona, 1996), 63--71, Progr. Probab., 45, Birkhäuser, Basel, 1999.

  • Fritz, J.; Rüdiger, B. Approximation of a one-dimensional stochastic PDE by local mean field type lattice systems. Nonlinear stochastic PDEs (Minneapolis, MN, 1994), 111--125, IMA Vol. Math. Appl., 77, Springer, New York, 1996.

  • Rüdiger, Barbara Structural instability of some strongly degenerate parabolic equations. Boll. Un. Mat. Ital. B (7) 9 (1995), no. 4, 935--973.

  • Rüdiger B., Glauber evolution for Kac potentials, analysis of critical fluctuations: Convergence to a nonlinear stochastic PDE. Micro, Meso and Macro- approaches in Physics; Proceedings of a NATO Advanced Research Workshop, Leuven, Belgium, July 19-23, 1993, Editor M. Fannes et al.; Nato/Asi series volume, ser. B., Phys. 324,271-274, Plenum Press (1994).

  • Fritz, J.; Rüdiger, B. Time dependent critical fluctuations of a one-dimensional local mean field model. Probab. Theory Related Fields 103 (1995), no. 3, 381--407.

  • Bertini, L.; Presutti, E.; Rüdiger, B.; Saada, E. Dynamical fluctuations at the critical point: convergence to a nonlinear stochastic PDE. Teor. Veroyatnost. i Primenen. 38 (1993), no. 4, 689--741; translation in Theory Probab. Appl. 38 (1993), no. 4, 586--629

  • Rüdiger B., Flux limited Diffusion Equations; comparison of results" Compte -Rendus du Seminaire de Mathématiques de l'Université de Rouen 92/93 (Ed C. Dellacherie et al.).





  • Tesi di Laurea (Diplomarbeit/Master-Thesis)

    Rüdiger B., Moto uni -dimensionale di una particella soggetta a collisioni elastiche, Dipartimento di Mathematica, Università di Roma "La Sapienza" (1989)

    Doktorarbeit (Ph.D)

    Rüdiger B., Derivazione microscopica di equazioni stocastiche non lineari. Fluttuazioni critiche per modelli di spin di tipo campo medio. Università di Roma "Tor Vergata" (1996)





    In Vorbereitung

    • Albeverio S., A. De Masi, Presutti E., Rüdiger B., Time dependent critical fluctuations of a two-dimensional local mean field model, in preparation.

    • P. Jin, V. Mandrekar, B. Rüdiger, C. Trabelsi.; Some Remarks About Debeka's Credit Model, in preparation.

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