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Joint Projects

  • Extraction of Quantifiable Information from Complex Systems (more), DFG Priority Program 1324, steering committee

  • Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations (more), within DFG Priority Program 1324

  • Adaptive Wavelet Methods for Stochastic Partial Differential Equations, within DFG Priority Program 1324

  • Hardware Assisted Acceleration for Monte Carlo Simulations in Financial Mathematics with a Particular Emphasis on Option Pricing (HOPP), within Center for Mathematical and Computational Modelling (CM^2)

  • Stochastic Modelling and Approximation of Turbulent Spinning Processes (more), within Fraunhofer Innovation Center Applied System Modelling

  • Monte Carlo Simulation of Asymmetric Flow Field Flow Fractionation, jointly with Fraunhofer ITWM, Department of Flow and Material Simulation

Industry Projects

We have been involved in a number of projects on problems in applied stochastics with well-known industrial partners.

The list of projects includes: