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Research of the group focuses on the theoretical and statistical questions for stochastic processes, such as

  • stochastic differential equations (with jumps)
  • Lévy processes
  • branching processes
  • self-similar Markov processes

These processes are central in the growth of probability theory during the past decades and have various applications in industry for instance in insurance and banking.

We belong to the Institute of Mathematics at the University of Mannheim where more groups are working on probability theory and applications in statistics, uncertainty quantification, finance, and numerics: Prof Andreas Neuenkirch, Prof Jürgen Potthoff, Prof Alexander Schied, Prof Claudia Schillings, and Prof Martin Schlather.

Jointly with colleagues from Mannheim and the University of Heidelberg we run the research training group "Statistical Modeling of Complex Systems and Processes" funded by the German Research Foundation (DFG).