Research areas

Chairs at the Institute of Mathematical Stochastics:

Prof. Dr. Anita Behme
Applied Stochastics
• Stochastic Modelling
• Jump Processes and their Statistics

Prof. Dr. Dietmar Ferger
Mathematical Statistics
• Asymptotic Statistics
• Empirical Processes and Stochastic Optimization
• Irregular Statistical Experiments
• Stochastic Processes with Structural Breaks

Prof. Dr. Martin Keller-Ressel   
Stochastic Analysis and Financial Mathematics (OTTP)
• Financial Market Modelling and Order Book Modelling
• Implemented and Realised Volatility
• Stochastic Partial Differential Equations

Prof. Dr. Zoltán Sasvári
Stochastic Models; Reliability, Asymptotics
• Positive Definite Functions and their Generalizations
• Characteristic Functions of Probability Theory
• Stationary and Intrinsically Stationary Processes

Prof. Dr. René Schilling
Probability Theory
• Stochastic Analysis
• Jump Processes
• Stochastic (Partial) Differential Equations
• Pseudo Differential Operators