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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 Harms, Prof. 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

06.12.2019 Hanna Sophia Wutte (ETH Zürich): How implicit regularization of Neural Networks affects the learned function
   

 

Previous news and talks

26.11.2019
 Johannes Müller: Universal flow approximation with deep residual networks ; Raumänderung nach 232
14/15.11.2019 Konferenz Insurance and Finance am FRIAS
07.11.2019 Dr. Lukas Gonon: Dynamic learning based on random recurrent neural networks and reservoir computing systems
27.06.2019 5th Workshop at FRIAS
27.06.2019 Stephane Crépey: XVA analysis from the balance sheet
27.06.2019 Anna Rita Bacinello: The impact of longevity risk and contractural heterogeneity on the fail valuation of a life insurance portfolio
27.06.2019 Mitja Stadje: On time-consistent and market-consistent evaluations
27.06.2019 Thorsten Schmidt: A fundamental theorem of insurance valuation
27.06.2019 Stefan Tappe: Mortality-interest rate term structures
24.06.2019 Ben Deitmar: Funktionale Grenzwertsätze für geglättete Empirische Prozesse
17.06.2019 Christa Cuchiero von der WU Wien gewinnt den START Preis
03.05.2019 Benedikt Geuchen: Pfadabhängige Funktionale und nichtlineare affine Prozess
29.04.2019 Michaela Freitag: Stammbäume und ihr Einfluss auf genetische Genealogien
16.04.2019 Prof. Steven Kou (Boston University): A Theory of FinTech
04.04.2019 Benedikt Köpfer: Comparison of stochastic processes by Markov projection and functional Itô calculus
03.04.2019 Roman Haak: Algebraische Strukturen stochastischer Integrale und ihre Anwendungen
26.03.2019 Lars Niemann: Nichtlineare Phänomene in der Finanzmathematik
14.03.2019 Jonathan Ansari: Risk bounds in partially specified factor models
07.03.2019 Felix Hermann: On Dualities of Random Graphs and Branching Processes with Disasters to Piecewise Deterministic Markov Processes
18.-19.02.2019 Workshop on Mathematical Foundations of Statistical Uncertainty Quantification
08.02.2019 Elisabeth Pröhl: Existence and Uniqueness of Recursive Equilibria with Aggregate and Idiosyncratic Risk
07.02.2019 Vorbesprechung des Bachelorseminar der Stochastik 07.02.2019, 10:00 Uhr Raum 232, Ernst-Zermelo-Str. 1
05.02.2019 Workshop of the Freiburg-Strasbourg Research Group with Hans-Jörg Albrecher

Even more news and talks you may find here
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