Professors (preview)

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