philipp_harms_klein.jpg Peter Pfaffelhuber Bild Angelika Rohde Thorsten Schmidt

JProf. Dr. Philipp Harms

  • Mathematical finance
  • Stochastic analysis
  • Stochastic filtering and optimal control
  • Differential geometry in infinite dimensions
  • Shape analysis

Prof. Dr. Peter Pfaffelhuber

  • Probabilistic modeling in the life sciences
  • Population genetics
  • Chemical reaction networks
  • Markov processes

Prof. Dr. Angelika Rohde

  • Mathematical Statistics
    High-dimensional problems and networks, adaptive inference (under constraints), nonparametric statistics of stochastic processes
  • Probability Theory
    Random matrices, limit theorems, empirical processes and concentration of measure

Prof. Dr. Thorsten Schmidt

  • Mathematical Finance
  • Credit Risk
  • Pricing and hedging of derivative products
  • Stochastic processes and their statistics
  • Energy markets
  • Nonlinear Filtering Theory
  • Statistical Applications
  • Machine Learning
 Prof. Dr. Stefan Tappe      

apl. Prof. Dr. Stefan Tappe

Deputy Professor (Chair of Prof. Dr. Schmidt)

  • Infinite dimensional stochastic analysis
  • Stochastic differential equations, stochastic partial differential equations, stochastic integration
  • Stochastic invariance problems; in particular for manifolds and cones
  • The general semimartingale theory of stochastic processes
  • Affine processes, Lévy processes
  • Financial Mathematics, interest rate models, affine term structures


Benutzerspezifische Werkzeuge