Technische Universität Dresden
Fakultät Mathematik
Institut für Mathematische Stochastik
Address
Zellescher Weg 12-14
01069 Dresden
Deutschland
GERiT
This institution in GERiT
01069 Dresden
Projects
Research Grants
Current projects
Ornstein-Uhlenbeck processes driven by cylindrical Lévy processes
(Applicants
Behme, Anita
;
Riedle, Markus
)
Shapes of the Term Structure of Interest Rates
(Applicant
Keller-Ressel, Martin
)
Completed projects
Linking affine and Levy-driven models to the microstructure of financial markets
(Applicant
Keller-Ressel, Martin
)
Regularity Theory of Stochastic Partial Differential Equations in (Quasi-)Banach Spaces
(Applicant
Dahlke, Stephan
)
Sensitivity Analysis of Nonlocal Operators with Applications to Jump Processe
(Applicant
Schilling, René Leander
)
Transition density estimates for Lévy-type processes
(Applicant
Schilling, René Leander
)
Priority Programmes
Completed projects
Adaptive Wavelet Methods for SPDEs
(Applicants
Dahlke, Stephan
;
Ritter, Klaus
;
Schilling, René Leander
)
