Dr. Johannes Brutsche

Address

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

Office: Room 228
Tel: +49 (0)761 / 203-5672
Fax: +49 (0)761 / 203 - 5661
E-Mail: johannes.brutsche@stochastik.uni-freiburg.de

Office hour

By appointment.

Research interests

• Nonparametric statistics
• Statistics for stochastic processes
• Model missspecification
• Fractional Brownian motion
• Machine Learning

Publications 

• Brutsche, J. and Rohde, A. (2022). Sharp adaptive similarity testing with pathwise stability for ergodic diffusions. (Preprint)

Teaching

• Stochastics for Computer Scientists, SoSe 2018
• Analysis I, WiSe 2018/19
• Analysis II, SoSe 2019
• Proseminar: p-adic Analysis, SoSe 2019
• Analysis III, WiSe 2019/20
• Proseminar: Game Theory, SoSe 2020
• Probability Theory, WiSe 2020/21
• Spectral theory of high-dimensional random matrices, SoSe 2021
• Stochastic Processes, WiSe 2021/22
• Practical Exercises in Stochastics, WiSe 2021/22
• Stochastic Analysis, SoSe 2022
• Stochastic Partial Differential Equations, SoSe 2023
• Nonparametric Statistics, SoSe 2023
• Practical Exercises for 'Stochastic', WiSe 2023/24
• Linear Algebra I, WiSe 2023/24

Talks

• 17.12.2021 FDM-Seminar, University of Freiburg
• 10.03.2023 16th German Probability and Statistics Days, University Duisburg/Essen
• 27.03.2023 DynStoch Conference, Imperial College London
• 25.05.2023 41st Finnish Summer School on Probability and Statistics, Lammi
• 02.08.2023 6th International Conference on Econometrics and Statistics, Waseda University, Tokyo (invited)