Chair of Applied Stochastics (Professorship)
Parent Units:Technische Universität Dresden (TUD)
German name: "Professur für Angewandte Stochastik".
Contact
| web: | https://tu-dresden.de/mn/math/stochastik | |
| email: | ||
| phone: | +49 (0)351 463-32425 | |
| fax: | +49 (0)351 463-37251 | |
| postal address: | Technische Universität Dresden (TUD), Chair of Applied Stochastics, 01062 Dresden, Germany | |
| office address: | Technische Universität Dresden (TUD), Chair of Applied Stochastics, Zellescher Weg 12-14 (Willersbau, WIL B 307), 01069 Dresden, Germany | |
| partner: | Technische Universität Dresden |  |
Expertise
Forschungsgebiete
- Stochastische Modellierung
- Sprungprozesse und deren Statistik
***********English***********
Many (seemingly) random processes in physics, financial and actuarial mathematics, medicine or other fields can be modeled with stochastic processes. These processes and their analysis are the main area of research of this chair. More precisely, we are mainly working on Lévy processes and Lévy driven stochastic differential equations as well as their applications and the resulting questions like e.g. invariant distributions, fluctuations, and estimation theory.
Affiliations
Parent Units
| name | type | actions |
|---|---|---|
| Institute of Mathematical Stochastics | Institute |  view |
Last Update
Last updated at: 2016-11-29 09:32 CET