PhD Students
Alumni
Steinkamp, Marcus: Bifurcations of one dimensional stochastic differential equations; 2001
Lederer, Christian: Konjugation und zufälliger stationärer Differentialgleichungen und eine Version des lokalen Satzes von Hartman-Grobman für stochastische Differentialgleichungen; 2001
Pavlyukevich, Ilya: Stochastic Resonance; 2002
Müller, Matthias: Market completion and robust utility Maximization; 2005
Ankirchner, Stefan: Information and Semimartingales; 2005
Peithmann, Dierk: Large deviations and exit time asymptotics for diffusions and stochastic resonance; 2007
Siegert, Wolfgang: Local Lyapunov exponents - sublimiting growth rates of linear differential systems with random parameter excitation; 2007
Nunes dos Reis, Goncalo: On some properties of solutions of quadratic growth BSDE and applications in finance and insurance; 2010
Högele, Michael: Metastability of the Chafee-Infante equation with small heavy-tailed Levy noise - A conceptual climate model; 2010
Richter, Anja: BSDEs of quadratic growth on stochastic bases generated by either continuous martingales or affine processes; applications in utility maximization; 2011
Hein, Claudia: Ergodicity of the two dimensional Navier-Stokes equation; 2012
Zhang, Jianing: Non-standard Backward Stochastic Differential Equations and Multiple Optimal Stopping Problems with Applications to Securities Pricing; 2013
Eichmann, Katrin: Smoothing stochastic bang-bang problems; 2013
Perkowski, Nicolas: Studies of Robustness in Stochastic Analysis and Mathematical Finance; 2013
Fromm, Alexander: Theory and applications of decoupling fields for forward-backward stochastic differential equations; 2014
Prömel, David : Robust Stochastic Analysis with Applications; 2015
De Oliveira Gomes, André: Large Deviations Studies for Small Noise Limits of Dynamical Systems Perturbed by Lèvy Processes; 2017
Bielagk, Jana: Essays on Market Microstructure and Pathwise Directional Derivatives; 2017
Gairing, Jan: Variational and Ergodic Methods for Stochastic Differential Equations Driven by Lévy Processes; 2018
Nzengang, Victor: Essays on Utility Maximization and Optimal Stopping Problems in the Presence of Default Risk; 2018
Thorsten Wetzel: LDPS für bedingte Lévyprozesse, verfeinerte Analyse von First Exit Problemen; 2022