Research

The research interests of the group lie within the areas of stochastic analysis, mathematical finance and related fields, with current focus on:

• financial mathematics under model uncertainty,
• mathematical foundation of machine learning,
• pathwise stochastic calculus,
• rough analysis,
• stochastic (partial) differential equations.

A list of the research group’s papers and recent preprints can be found under Publications. 

For the research interest and a complete list of publications of each group member, please consult their individual profiles.