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JProf. Dr. Philipp Harms

Bio

I am a Junior Professor in mathematical stochastics and finance at Freiburg University since April 2016.

Previously, I was a PostDoc in Josef Teichmann's working group in financial mathematics at ETH Zürich and in Harvard EdLabs. I did my PhD in mathematics at the University of Vienna in shape analysis and Riemannian geometry on infinite-dimensional spaces.

Research subjects

  • stochastic analysis
  • mathematical finance
  • stochastic filtering and optimal control
  • differential geometry in infinite dimensions
  • shape analysis

Address

Abteilung für Mathematische Stochastik
Albert-Ludwigs-Universität Freiburg
Eckerstraße 1
79104 Freiburg i. Br. (Germany)

Office: Room 244
Phone: +49 - 761 - 203 - 5674
Fax: +49 - 761 - 203 - 5661
E-Mail:philipp.harms@stochastik.uni-freiburg.de
External website: www.philippharms.com

Office hours

By arrangement.

Teaching

Preprints

  1. , .

    arXiv:1710.01273.
  2. , .
    arXiv:1510.04061.
  3. , , .
    SSRN working paper 2263504. pdf

Publications

  1. , , , .

    Accepted for publication in Discrete and Continuous Dynamical Systems Series A (2017). arXiv:1702.04344.
  2. , , , .

    Mathematical Finance (2017), pp. 1-43. arXiv:1502.02926.
  3. , .

    Accepted for publication in Math. Oper. Res. (2017). arXiv:1506.07291.
  4. .
    .
    SIAM Journal on Imaging Sciences 10, 1 (2017), pp. 47-73. arXiv:1603.03480. Code available on .
  5. , , , .
    .
    Risks 4, 3 (2016), pp. 1-31. arXiv:1512.06454.
  6. , , , ..
    1st International Workshop on Differential Geometry in Computer Vision for Analysis of Shapes, Images and Trajectories, 2015. arXiv:1507.08816.
  7. , , , ..
    5th MICCAI Workshop on Mathematical Foundations of Computational Anatomy, 2015. arXiv:1506.08840.
  8. , .

    Differential Geometry and its Applications 39 (2015), pp. 166-183. arXiv:1403.1436.
  9. , , .

    Journal of Geometric Mechanics 4, 4 (2012), pp. 365-383. arXiv:1109.0404.
  10. , , , .

    Annals of Global Analysis and Geometry 44, 1 (2013), pp. 5-21. arXiv:1105.0327.
  11. , , .
    Journal of Differential Geometry 94, 2 (2013), pp. 187-208. arXiv:1102.3347.
  12. , , , .

    Annals of Global Analysis and Geometry 41, 4 (2012), pp. 461-472. arXiv:1102.0236.
  13. , , .
    Differential Geometry and its Applications 30, 1 (2012), pp. 33-41. arXiv:1102.0678.
  14. , , .
    Journal of Geometric Mechanics 3, 4 (2011), pp. 389-438. arXiv:1009.3616.
  15. , .
    Comptes Rendus Mathematique 350, 15-16 (2012), pp. 773-776. arXiv:1209.2878.
  16. , , .
    SIAM Journal on Imaging Sciences 5, 1 (2012), pp. 244-310. arXiv:1001.0717.

Technical reports

  1. , .
    Math on the Rocks – Shape Analysis Workshop in Grundsund (2015). arXiv:1511.05883.
  2. , .
    Math on the Rocks – Shape Analysis Workshop in Grundsund (2015). arXiv:1511.05889.
  3. .
    Math in the Cabin – Shape Analysis Workshop in Bad Gastein (2014). eprint:hal‑01076953.

Theses


  1. PhD thesis, University of Vienna, 2010. arXiv:1211.3515.

  2. Master thesis, Vienna University of Technology, 2008. arXiv:1211.3531.

Last updated in October 2017.

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