Studium
- Lehre
- Studien- und Abschlussarbeiten
- Studienprogramme
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Dissertationsprojekte
- Master Thesis: Importance Sampling Methods for McKean-Vlasov type Stochastic Differential Equations
- Master Thesis: Optimal Control of Importance Sampling Parameters in Monte Carlo Estimators for Stochastic Reaction Networks
- Master Thesis: Uncertainty Quantification on Deterministic Forecasts using Itô’s Stochastic Differential Equations
- Master Thesis: Numerical Study of Rough Volatility Models with Application to Option Pricing
- Bachelor Thesis : Probabilistic Constraint Stochastic Optimization for Supply Chains
- Bachelor Thesis : Data driven UQ for wind and solar production using SDE models with generalized diffusion coefficient