The research interests of the group are stochastic analysis and mathematical finance with current focus on:

  • martingale optimal transport,
  • model-free financial mathematics,
  • pathwise stochastic calculus,
  • rough paths, paracontrolled distributions, regularity structures,
  • stochastic (partial) differential equations.

You can find here a list of recent publications of the research group. For the complete publication list of each group member please consult their individual profil pages.