Research and Projects

Research interests

• Numerical Methods for Stochastic Processes
• Monte Carlo Algorithms
• Complexity of Continuous Problems
• Applied Stochastics

Projects

• Optimal Approximation of Stochastic Evolution Equations
• Nonlinear Approximation of Stochastic Processes
• DFG Priority Programme 1324
  • Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations
  • Adaptive Wavelet Methods for Stochastic Partial Differential Equations
• Textbook on Monte Carlo Algorithms

Industry projects in applied stochastics

• Optimal Loading Strategies for Large Systems of Cash Points, in cooperation with Wincor Nixdorf GmbH
• Sales Forecasting for Food Retailers, in cooperation with REWE-Informationssysteme GmbH
• Estimation of Vehicle-Pedestrian Collision Risk, in cooperation with Continental Safety Engineering GmbH
• Statistical Modelling and Analysis of Pharmaceutical Production Processes, in cooperation with Merck KGaA

Some further links

• Rhein-Main Arbeitskreis Mathematics of Computation
• Open Seminar on Stochastics
• Journal of Complexity