Viktor Wolf

Address
Institut für Mathematische Stochastik
Eckerstr. 1
79104 Freiburg
Germany
Contact
Phone: +49 0761 203 5672
Office: Eckerstr. 1, R 228
Office hours (Sprechstunde): Do 11-12 Uhr und 14-16 Uhr
email: wolf@stochastik.uni-freiburg.de

Research interests

• Stochastic ordering and networks
• Comparison of Markov processes
• Comparison of option prices and stochastic models
• Optimization problems
• Coupling methods

Assistance of Lectures/Seminares

• Lecture "Mathematical Statistics"
• Lecture "Stochastic processes"
• Lecture "Markov chains"
• Seminar "Financial mathematics"
• Seminar "Limit theorems in random graphs"

Publications

• 2010. L. Rüschendorf, V. Wolf: Comparison of Markov processes via infinitesimal generators. PDF (preprint) accepted.

  in Statistics & Decisions. PDF with links

• 2011. L. Rüschendorf, V. Wolf: Comparison of time-inhomogeneous Markov processes. submitted. PDF (preprint)

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