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)