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Supervised Theses

University of Hannover

  • Tahirivonizaka Rahantamialisoa (PhD Thesis): A unified approach to SPDEs driven by semimartingale fields. April 2012 to February 2017; the defence took place at March 15th, 2017
  • Apostolos Sideris (Master Thesis): Affine processes on symmetric cones. July 2016 to January 2017
  • Pascal Schoppe (Master Thesis): Pathwise uniqueness of the solutions to stochastic partial differential equations. April 2016 to October 2016
  • Kwok-Yin Choi (Master Thesis): No-Arbitrage concepts in financial market models. February 2016 to August 2016
  • Waldemar Schäfer (Bachelor Thesis): Characterizations and extensions of Panjer's class. July 2015 to October 2015
  • Gabriele Carulli (Master Thesis): Functionals of affine processes with applications to finance. May 2015 to November 2015
  • Sarah Martens (Master Thesis): The Skorokhod embedding problem. January 2015 to July 2015
  • Michael Fiedler (Master Thesis): Markov semigroups and stochastic processes in infinite dimension. October 2014 to April 2015
  • Johanna Schmidt (Master Thesis): A trajectorial interpretation of Doob's martingale inequalities. September 2014 to March 2015
  • Harald Klingebiel (Bachelor Thesis): Convergence rates for the Berry-Esseen inequality. August 2014 to October 2014
  • Pascal Schoppe (Bachelor Thesis): Deterministic and stochastic evolution equations. May 2014 to August 2014
  • André Löper (Bachelor Thesis): Panjer distributions. May 2014 to July 2014
  • Sören Schwark (Bachelor Thesis): Regression analysis of the linear dependence of financial data. April 2014 to June 2014
  • Tim Massel (Bachelor Thesis): Coupling and uniform ergodicity of discrete Markov chains. April 2014 to July 2014
  • Martin Sanojca (Bachelor Thesis): Bonferroni inequalities. February 2014 to May 2014
  • Apostolos Sideris (Bachelor Thesis): Characteristic functions and infinitely divisible distributions. November 2013 to February 2014
  • Henry Wegener (Master Thesis): Almost everywhere convergence of sequences of operators and its connection to modern and classical ergodic theory. November 2013 to May 2014
  • María Óskarsdóttir (Master Thesis): On the uniqueness of solutions to stochastic differential equations. October 2013 to April 2014
  • Gabriele Carulli (Bachelor Thesis): Option pricing in exponential Lévy models. October 2013 to November 2013
  • Sarah Klünder (Bachelor Thesis): Bivariate exponential distributions. October 2013 to December 2013
  • Johanna Schirmer (Bachelor Thesis): Markov chains with finite state space. October 2013 to December 2013
  • Nikolas Nüsken (Master Thesis): The stochastic wave equation. August 2013 to February 2014
  • Tina Kolodinski (Bachelor Thesis): Geometric characterizations of arbitrage free financial models. July 2013 to September 2013
  • Patrick Kiedrowski (Bachelor Thesis): Laws of large numbers. May 2013 to July 2013
  • Florian Modler (Master Thesis): Invariant manifolds and foliations for stochastic partial differential equations and random dynamical systems. June 2012 to September 2012
  • Dirk Skowasch (Diploma Thesis): Lévy processes in financial mathematics. May 2012 to November 2012

 

Vienna University of Technology

  • Piet Porkert ((Diploma Thesis): On weak solutions to SDEs in Hilbert spaces. August 2010 to February 2011

 

Ludwig Maximilian University of Munich

  • Yong Shang (Diploma Student of Damir Filipović): Heath-Jarrow-Morton model with square root volatility. August 2007 to February 2008

 

Seven of my Master Students obtained offers for PhD positions; namely:

  • Apostolos Sideris (Dresden University of Technology, Germany)
  • Pascal Schoppe (University of Augsburg and Dresden University of Technology, Germany)
  • Michael Fiedler (University of Duisburg-Essen, University of Hildesheim and University of Paderborn, Germany)

  • Henry Wegener (Albert Einstein Institute Hannover and Martin Luther University of Halle-Wittenberg, Germany)

  • María Óskarsdóttir (University of Leuven, Belgium)

  • Nikolas Nüsken (Imperial College London, United Kingdom)

  • Piet Porkert (TVienna University of Technology, Austria)

 

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