Graduate Students
Alumni
Fischer, Markus: A two state model for noise induced resonance; 2004
Wolf, Sarah: First exist times of the Ornstein-Uhlenbeck type process driven by a symmetric Lévy process with a slowly tempered stable component; 07/2005
Tisserand, Marc: Exponential of Lévy processes as a stock price - Arbitrage opportunities, Completeness, and derivatives valuation; 08/2006
Lefebvre de Rieux, Anastasie: Outils statistiques de correlation El Nino et L'agriculture aux USA; 08/2006
Wetzel, Torsten: Austrittszeiten für dynamische Systeme mit Levy'schem Rauschen; 05/2007
Pénisson, Sophie: Euler Approximations of Lévy-noise driven linear SDEs and exit times; 09/2007
Heyne, Gregor: A new solution to the Skorokhod Problem with drift and on measure solutions of BSDE; 10/2007
Hein, Claudia: Limit theorems for p-variations of stable Lévy processes; 10/2007
Bricke, Thomas: Risiko extremer Ereignisse; 12/2007
Liu, Pingkai: Exponential Utility and Entropic Risk Measure; 04/2008
Zhang, Jianing: Measure Solutions of BSDEs and a Feyman-Kac formula; 01/2009
Saalmann, Anaice: Wetterderivate in einem erweiterten Temperaturmodell; 03/2009
Ritter, Matthias: Wetterderivate: Ein Überblick über Modelle, Bewertung und Absicherung; 03/2009
Stauch, Michael: Austrittszeiten nichtlinearer dynamischer Systeme in Rd mit multifraktalem Lévyschem Rauschen; 06/2009
Pollrich, Martin: Stochastische Rückwärtsdifferentialgleichungen mit Sprüngen und Nutzenmaximierung in unvollständigen Märkten; 07/2009
Beinrucker, André: An Extension of Ito's Formula for Hypoelliptic Diffusion Processes; 11/2009
Fabich, Judith: Bestimmung der Schadeninflation im Versicherungswesen; 12/2009
Jamneshan, Asgar: On initial enlargements on countable sample spaces and discrete time martingales; 03/2010
Fromm, Alexander: Measure solutions of quadratic FBSDE and applications to dynamic convex risk measures; 05/2010
Voss, Carola: Harness-Prozesse; 09/2010
Melchior, Anna: Calibration of jump diffusions modeling paleoclimatic time series by means of empirical characteristic functions; 06/2011
Fischer, Anne: Compound Poisson approximation for subdiffusions; 06/2011
Andresen, Andreas: Large deviations for Hilbert space Wiener processes: a sequence space approach; 07/2011
Gairing, Jan: Speed of convergence of discrete power variations of jump diffusions with applications to parameter fitting; 09/2011
Hinze, Christian: Gaussian exit behaviour of Lévy process driven diffusions; 09/2011
Arnold. Dominic: Fractional Gaussian Stochastic Fields and related Stratonovich integral; 01/2012
Willrich, Niklas: Konstruktion von stochastischen Prozessen mit variablem Stabilitätsparameter als Lösungen von Martingalproblemen und stochastischen Differentialgleichungen; 03/2012
Prömel, David: Minimal Supersolutions of non-Markovian BSDEs; 08/2012
Feunou, Victor Nzengang: (F)BSDE Related to Utility Maximization in Incomplete Markets; 08/2012
Kaltofen, Moritz: Erweiterungen des Ito'schen Integralbegriffs; 10/2012
Steinberg, Philipp: BSDEs related to exponential utility maximization problem in a jump market model; 10/2013
Bagattini, Giulio: Peacocks of bounded variation for Brownian martingales, and Malliavin calculus 01/2014
Meissner, Konstantin: Expected utility maximization under dynamic risk constraints 06/2014
Silz, Elisa: Skorokhodsches Einbettungsproblem für die Brownsche Bewegung mit stückweise linearem Drift 11/2014
Fenzl, Marcel: Robustness of the Skorokhod embedding for Brownian motion with linear drift via BSDE; 11/2015
Sakhi, Nadia: Different notions of stochastic integrals via Fourier expansion and paracontrol; 01/2016
Zarske, Marco: Austrittszeiten für dynamische Systeme mit fraktionärem Gaußschen Rauschen; 06/2016
Shevchenko, Radomyra: Central Limit Theorems for quadratic α-Variations of SDEs driven by the fractional Brownian motion; 06/2016
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