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Professors (preview)

David CriensPeter Pfaffelhuber BildAngelika RohdeThorsten Schmidt

JProf. Dr. David Criens

  • Stochastic analysis
  • Diffusions and SDEs
  • Interacting particle systems
  • Random walks in random environments
  • Martingale problems
  • Nonlinear stochastic processes and nonlinear semigroups
  • (Semilinear) stochastic PDEs

Prof. Dr. Peter Pfaffelhuber

  • Probabilistic modeling in the life sciences
  • Population genetics
  • Chemical reaction networks
  • Markov processes

Prof. Dr. Angelika Rohde

  • Mathematical Statistics
    High-dimensional problems and networks, adaptive inference (under constraints), nonparametric statistics of stochastic processes
  • Probability Theory
    Random matrices, limit theorems, empirical processes and concentration of measure

Prof. Dr. Thorsten Schmidt

  • Mathematical Finance
  • Credit Risk
  • Pricing and hedging of derivative products
  • Stochastic processes and their statistics
  • Energy markets
  • Nonlinear Filtering Theory
  • Statistical Applications
  • Machine Learning
Benutzerspezifische Werkzeuge