Welcome to the research group in Stochastic Numerics.
Currently, we focus on questions arising in
in particular, on numerical methods for stochastic differential equations (non-standard assumptions, quadrature problems and lower error bounds) as well as on topics related to Malliavin Calculus and fractional Brownian motion.
See also the section „Research“ or the individual profil pages of each researcher.
We are part of the Institute of Mathematics in Mannheim where many groups are working on numerical methods or probability theory and related fields such as Prof. Leif Döring, Prof. Simone Göttlich, Prof. Claudia Schillings, Prof. David Prömel and Prof. Martin Schlather.
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