Research areas

Many (seemingly) random processes in physics, financial and actuarial mathematics, medicine or other fields can be modeled with stochastic processes. These processes and their analysis are the main area of research of this Chair. More precisely, we are mainly working on Lévy processes and Lévy driven stochastic differential equations as well as their applications and the resulting questions, e.g. invariant distributions, fluctuations and estimation theory.

More information coming soon...