The four professors of the Mathematical Stochastics Department (from left to right): JProf. Dr. David Criens, Prof. Dr. Thorsten Schmidt, Prof. Dr. Peter Pfaffelhuber and Prof. Dr. Angelika Rohde. Below we list the relevant research focuses, and you can find much more information on the individual homepages.
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David Criens
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Peter Pfaffelhuber
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Angelika Rohde
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Thorsten Schmidt
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- Stochastic analysis
- Diffusions and SDEs
- Interacting particle systems
- Wanderings in random surroundings
- Martingale problems
- Nonlinear stochastic processes and nonlinear semigroups
- (Semilinear) stochastic PDEs
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Stochastic models in the life sciences
- Population genetics
- Chemical reaction networks
- Markov processes
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- Adaptive uncertainty quantification
- Nonparametric statistics of stochastic processes
- Mathematical foundations for transfer learning
- Convergence analysis of recursive algorithms
- (inhomogeneous) Markov processes
- Limit theorems
- Parametrix and Edgeworth developments
- Random matrices
- Empirical processes
- Concentration of measure
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- Financial mathematics
- Credit risks
- Pricing and hedging of derivative financial products
- Statistics of stochastic processes
- Actuarial science
- Nonlinear filter theory
- Statistical Applications
- Machine learning
- Artificial intelligence risk management
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