Welcome on the main page of the Department of Mathematical Stochastics. On this page you will find information about Stochastics in Freiburg, about the professors and members of the Department, current informations about teaching (mostly in German) and on seminars and talks.

The Department of Mathematical Stochastic is headed by JProf. Philipp HarmsProf. Peter Pfaffelhuber, Prof. Angelika Rohde and Prof. Thorsten Schmidt. You may be interested in the secretariat and the further more than 20 members of our group. For informations on a Master/Bachelor thesis, please directly contact the professors you target.

Stochastics is a focus of the Bachelor / Master studies in Mathematics at University Freiburg. In particular, Financial Mathematics is a special profile of the Master Mathematics.


Current news and talks

09.11.2018 Dr. Lukas Steinberger: Statistical estimation under differential privacy constraints
08.11.2018 Thorsten Schmidt: Deep Hedging. MathFinance Flow event, Frankfurt
18.02.2019 Workshop on Mathematical Foundations of Statistical Uncertainty Quantification


Previous news and talks

23.10.2018 Lars Niemann: Konsistente Erwartungen und Arbitrage
02.10.2018 5th meeting of the Freiburg-Strasbourg Research group at FRIAS
06.07.2018 Prof. Dr. Eckhard Platen (University of Technology, Sydney): Towards Less Expensive Production in Insurance and for Pensions
1.-4.7.2018 The 10th Freiburg-Wien-Zürich Seminar takes place at Wolfgangsee, Austria.
18.06.2018 The Research School in Financial Mathematics will take place in Ibadan, Nigeria, from June 18 to 23, 2018. Dr. Tolulope Fadina from our Department is co-organizing this research school in Nigeria.
12.06.2018 Video on Youtube of Rama Cont's talk on Universal Price Formations on Financial Markets: A perspective from Machine Learning (May 2018, Freiburg).
12.06.2018 Video on Youtube of fields medallist Wendelin Werner's talk on the (quantum) disk as patchwork of (quantum) disks (Feb 2018, GPSD Freiburg).
17.05.2018 Prof. Rama Cont (Imperial College London):
Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning
17.05.2018 Prof. Akihiro Kanamori (Boston University): Ernst Zermelo, Freiburg and Set Theory
14.05.2018 Workshop at FRIAS on model risk and robust finance, May 14 - May 18, 2018.
13.03.2018 Mathematics Day am FRIAS
08.03.2018 Prof. B. Rajeev: Translation invariant diffusions : Some examples and applications
27.02.2018 Stochastiktage 2018 in Freiburg
26.01.2018 Prof. Dr. Johanna F. Ziegel: Higher Order Elicitability
2nd Workshop of the Freiburg-Strasbourg Research Group with Laura Ballotta and Rudi Zagst
12.12.2017 Weijun Yu wurde am 12. Dezember promoviert zu dem Thema: Infinite-dimensional affine models under incomplete information
Dr. Christiane Fuchs: Understanding Biological Processes using Stochastic Modelling
Prof. David Siegmund: Detection and Estimation of Local Signals
24.11.2017 Dr. Michael Hoffmann: On Detecting Changes in the Jumps of Arbitrary Size of a Time-Continuous Stochastic Process
03.11.2017 30 Jahre Datenanalyse und Modellbildung in Freiburg
Prof. Dr. Sebastian Ferrando: Trajectorial Models based on Operational Assumptions
19.10.2017 Prof. Dr. Anita Winter: Algebraic Trees Versus Metric Trees as States of Stochastic Processes
12.10.2017 First Workshop of the Freiburg-Strasbourg Research Group on Financial and Actuarial Mathematics
04.10.2017 Workshop im Rahmen des DFG-Schwerpunktprogrammes "Probabilistic Structures in Evolution"
28.08.2017 Maria Fernanda del Carmen Agoitia Hurtado wurde am 24. August promoviert zu dem Thema:
Time-inhomogeneous polynomial processes in electricity spot price models
14.07.2017 Prof. Juan-Pablo Ortega: Time-delay reservoir computers: nonlinear stability of functional differential systems and optimal nonlinear information processing capacity. Applications to stochastic nonlinear time series forecasting
12.07.2017 Dr. Raghid Zeineddine: Fractional Brownian motion in Brownian time: stochastic calculus and related limit theorems
07.07.2017 Thorsten Schmidt: Risiko und Chance: Stochastik in der Anwendung
27.06.2017 Hans Bühler: Deep Statistical Hedging
Prof. Dr. Thomas Brox: Deep Learning

Even more news and talks you may find here

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