Go directly to content Go directly to font size and contrast

Project Details

Institution

Print View

Universität Duisburg-Essen
Campus Duisburg
Fakultät für Mathematik
Forschungsgebiet Mathematische Informatik

Address Forsthausweg 2
47057 Duisburg
Deutschland

GERiT This institution in GERiT

47057 Duisburg

Projects

Priority Programmes
- Completed projects
  - Solving optimal stopping problems and reflected backward stochastic differential equations by convex optimization and penalization
    (Applicants Belomestny, Denis ; Bender, Christian )
Research Grants
- Current projects
  - Recursive and sparse approximation in reinforcement learning with applications
    (Applicants Bayer, Christian ; Belomestny, Denis ; Spokoiny, Vladimir )
- Completed projects
  - Bayesian inference for generalised tempered stable Levy processes.
    (Applicant Belomestny, Denis )
  - High-dimensional statistics for point and jump processes
    (Applicant Trabs, Mathias )
  - Simulation and Estimation of General Tempered Lévy Distributions
    (Applicant Massing, Till )
Collaborative Research Centres
- Current projects
  - K-Theory, Polylogarithms and Regulators
    (Project Heads Ertl-Bleimhofer, Veronika ; Kings, Guido ; Sprang, Johannes ; Tamme, Georg )
- Completed projects
  - Calibration and Pricing errors in Risk management
    (Project Head Belomestny, Denis )
  - Calibration errors in risk management
    (Project Head Belomestny, Denis )
  - Statistical inference for complex dynamical models in empirical finance
    (Project Heads Belomestny, Denis ; Woerner, Jeannette H. C. )
  - Statistical modeling of high-resolution spectro-temporal audio data in hearing aids
    (Project Heads Belomestny, Denis ; Martin, Rainer ; Weihs, Claus )
Research Training Groups
- Current projects
  - GRK 2553: Symmetries and classifying spaces: analytic, arithmetic and derived
    (Spokesperson Heinloth, Jochen )

© 2024 DFG Disclaimer / Copyright / Privacy Policy