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Humboldt-Universität zu Berlin - Faculty of Mathematics and Natural Sciences - RTG1845

RTG 1845

Stochastic Analysis with Applications in Biology, Finance and Physics


This graduate programme funded by the German Research Foundation (DFG) from resources provided by the Federal Government and the Federal States of Germany is carried by groups of probabilists at HU Berlin, TU Berlin, and the University of Potsdam.

Its PhD students will receive a broad training in probability theory and stochastic processes, embedded in an excellent environment for high level research in the main fields of modern probability. The areas of activity will be


  • stochastic finance
  • stochastic analysis and statistical inference for stochastic dynamics
  • stochastic processes in biology and physics.


The RTG is a certified unit of the Berlin Mathematical School.