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Institution

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Friedrich-Schiller-Universität Jena
Fakultät für Mathematik und Informatik
Lehrstuhl für Stochastische Analysis

Address Ernst-Abbe-Platz 2
07743 Jena
Deutschland

GERiT This institution in GERiT

07743 Jena

Projects

Research Grants
- Current projects
  - Diffusion control games with rank-based rewards
    (Applicant Ankirchner, Stefan )
  - Learning optimal stopping rules and stopping environments
    (Applicants Ankirchner, Stefan ; Christensen, Sören )
- Completed projects
  - Stochastic control applications and higher-order approximation of strongly coupled Forward-Backward Stochastic Differential Equations
    (Applicant Ankirchner, Stefan )

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