Drittmittelprojekte in der Stochastik
IRTG's
Sonderforschungsbereiche
- CRC TRR 190 Rationality and competition: the economic performance of individuals and firms
Projekt B02 Optimal dynamic contracting (U. Horst, R. Strausz)
- CRC TRR 388 Rough Analysis, Stochastic Dynamics and Related Fields
Projekt A07 Rough backward stochastic differential equations ( D. Becherer, P. Friz)
Projekt A09 Dormant populations in heterogeneous random environments (M. Wilke-
Berenguer, N. Perkowski, W. König)
Projekt B01 Statistical learning from path observations (M. Reiß, C. A. Cerón, Ch.
Bayer)
Projekt B02 Microstructural foundations of rough volatility models (U. Horst, Ch.
Bayer, D. Kreher)
Projekt B04 Mean Field Games, rough analysis and optimal trading (U. Horst, P. Friz)
Projekt B05 Rough analysis in stochastic control (U. Horst, P. Bank)
Projekt B07 Statistics for population models with stochastic (partial) delay differential
equations (M. Reiß, Wilke-Berenguer)
Projekt B08 Bayesian inference and mean field approximation for nonlinear (S)PDE
(S. Wang, V. Spokoiny, C. Schillings)
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SFB 1294 Collaborative Research Centre "Data Assimilation"
Project A01 Statistics for SPDEs (M. Reiß, C. Beta, W. Stannat)
Project A04 Nonlinear statistical inverse problems with random observations (M. Reiß, W. Huisinga, H. Lie)
Forschergruppen
- DFG Research Group (FOR 5381) Mathematical Statistics in the Information Age
Project Optimal actions and stopping in sequential learning (M. Reiß, A. Carpentier)