Thesis Projects

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We offer theses and student projects in the area of Uncertainty Quantification and its mathematical modeling, as well as on interface topics. If you are interested, please contact the scientific staff directly.


Completed Thesis

Master Thesis: Importance Sampling Methods for McKean-Vlasov type Stochastic Differential Equations
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
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