Dresden
Technology Portal

 
Your access to research infrastructure and know-how
de|en

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