Office: Building S2 15, Room 331

Phone: +49 6151 16-3624

Email: slassimathematik.tu-darmstadt.de

The exceptional prize of the Rotary Club Bremen-Roland within ''Bremer Studienpreis'' for best PhD dissertation was awarded in 2006 to Mehdi Slassi

Teaching:

Lectures:

• WS 2012/2013: Wahrscheinlichkeitstheorie (TU Darmstadt)
• WS 2012/2013: Mathematik und Statistik für Biologie (TU Darmstadt)
• WS 2011/2012: Seminar Quantitative Risk Management (TU Darmstadt)
• SS 2011: Schadenversicherungsmathematik (TU Darmstadt)
• WS 2010/2011: Mathematik und Statistik für Biologie (TU Darmstadt)
• WS 2010/2011: Seminar Levy Prozesse mit Anwendungen in Finanzmathematik (TU Darmstadt)

Assistance for lectures:

• SS 2012: Linear Algebra II (TU Darmstadt)
• WS 2011/2012: Mathematik III für Bauingenieure (TU Darmstadt) 
• SS 2010: Einführung in die Stochastik (TU Darmstadt)
• WS 2009/2010: Mathematik III für Bauingenieure (TU Darmstadt)  
•  WS 2009/2010: Seminar Stochastik
• SS 2009: Mathematik II für Bauingenieure (TU Darmstadt)
• WS 2008/2009: Mathematik I für Bauingenieure (TU Darmstadt)
• WS 2006/2007: Seminar Ergodentheorie (Uni Bremen)
• SS 2006: Analysis IV (Uni Bremen)
• WS 2005/2006: Analysis III (Uni Bremen)
• WS 2005/2006: Seminar Ergodentheorie (Uni Bremen)
• SS 2005: Analysis II (Uni Bremen)
• WS 2004/2005: Analysis I (Uni Bremen)
• SS 2004: Algebra I (Uni Bremen)

Research interests:

• Numerical methods for stochastic differential equations
• Free-knot spline approximation of stochastic differential equations
• Finite and Infinite Ergodic Theory
• Renewal Theory
• Metrical Theory of Continued Fractions

Theses co-supervised or refereed:

• Michael Fitzke, "Panjer-Algorithmus und kollektives Risikomodell", Bachelor' Thesis, Department of Mathematics, TU Darmstadt, March 2012
• Jan Schneider, "Schwache Approximation Lévy-Prozess getriebener stochastischer Differentialgleichungen", Diplomarbeit, Department of Mathematics, TU Darmstadt, July 2011
  

Publications:

• The optimal uniform free-knot spline approximation of stochastic differential equations with additive noise, in preparation
• Free knot linear interpolation and the Milstein scheme for stochastic differential equations, preprint (2012)
• A Milstein-based free knot spline approximation for stochastic differential equations, Journal of Complexity, Vol. 28. Issue 1 (2012)
• Large deviation asymptotics for continued fraction expansions (mit Marc Keßeböhmer), Stochastics and Dynamics, Vol. 8, No 1 (2008)
• A distributional limit law for the continued fraction digit sum (mit Marc Keßeböhmer), Mathematische Nachrichten, Vol. 281, No 9 (2008)
• Limit laws for distorted critical return time processes in infinite ergodic theory (mit Marc Keßeböhmer), Stochastics and Dynamics, Vol. 7, No 1 (2007)
• Distributionale Konvergenzsätze in unendlicher Ergodentheorie, PhD dissertation (2006)
• Eine Anwendung des fundamentalen Regenerationssatzes von Mittov und Janev auf den kritischen Bellman-Harris Verzweigungsprozess mit zustandsabhängiger Einwanderung, diploma thesis (2003)

Talks:

• A Milstein-based free knot spline approximation for stochastic differential equations, Invited speaker, Foundations of computational Mathematics   
  Budapest University of Technology and Economics, Juli 2011
• Euler-type scheme based on free-knot spline approximation for stochastic differential equations, Invited speaker, 9th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, University of Warsaw, August  2010  
• The uniform free-knot spline approximation of stochastic differential equations, Invited speaker, Rhein-Main-Arbeitskreis “Mathematics of Computation” Universität Mainz, Juli 2010
• Workshop on Nonlinear Approximation, Philipps Universität Marburg, Mai 2010   
• Uniform approximation of stochastic differential equations by splines with free knots  9th International German Open Conference on Probability and Statistics, Universität Leipzig, März 2010
• Erneuerungsprozesse in der unendlichen Ergodentheorie und eine zahlentheoretische Anwendung, Oberseminar Stochastik, TU Darmstadt, November 2008
• Renewal processes in infinite ergodic theory, Invited speaker, QPL-Quantitative Products Laboratory, Deutsche Bank, Berlin, Oktober 2007