Stochastic Processes group

former group members: Jasmin Hämmerle, Jessica Hautz, Johannes Hofmeister, Daniel Holzfeind, Lisa Knoblinger, Raphael Kuess, Gabriel Lipnik, Sebastian Schönfelder, Ercan Sönmez, Daniela Sternig, Christian Völker

Group activities

Guest lecture by Larisa Yaroslavtseva
High order methods for strong approximation of SDEs
with a discontinuous drift coefficient

Date: Monday, June 20, 10.00 a.m.

TEWI-Kolloquium by Josef Teichmann
Machine Learning in Finance via Randomization
Date: Wednesday, June 10, 10.00 a.m.
Location: N.2.35

Guest lecture by Kerstin Lux
Uncertainty Quantification for Tipping Points in Random Ordinary Differential Equations
Date: Wednesday, June 1, 11.00 a.m.
Location: V.1.02


Guest lecture by Mario Kapl
Multi-patch isogeometric analysis with smooth functions
Date: Wednesday, May 18, 11.00 a.m.


Guest lecture by Markus Prossegger
Generate computable real-world graphs
Date: Wednesday, May 18, 10.00 a.m.


Guest lecture by Marisa Mohr
Learning from Up and Downs: Multivariate Ordinal Pattern Representations for Time Series
Date: Wednesday, November 11, 2021, 11.00 a.m.

Guest researcher Andreas Neuenkirch
Date: July 3 – 7, 2021

Guest lecture by Konstantinos Dareiotis
Approximation of stochastic equations with irregular drifts
Date: Tuesday, May 12, 2021, 11.00 a.m.
Location online via classroom:

Guest lecture by Stefan Kremsner
Backward Stochastic Differential Equations, PDEs and Deep Neural Networks
Date: Wednesday, 13 January 2021, 10.00 a.m.

TEWI-Kolloquium by Verena Radinger-Peer
In the region – for the region? The  multiple roles of universities for their (rural) siting region
Date: Friday, October 23, 2020, 09.30 a.m.
Location: HS 10, AAU
Location online via classroom:

Guest lecture by Martin Wagner
The Asymptotic Validity of “Standard” Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions
Date: Wednesday, 11 December 2019, 10.40 a.m.
Location: N.2.01
Guest researcher Tijana Levajkovic
Date: Monday, December 2, 2019
Guest lecture by Kerstin Lux
Chance-constrained optimal control of a gas-to-power system
Date: Wednesday, 27 November 2019, 10.00 a.m.
Location: N.2.01
Guest lecture by Verena Köck
Solving partial differential equations with deep learning
Date: Wednesday, 20 November 2019, 10.00 a.m.
Location: N.2.01
TEWI-Kolloquium by Milan Stehlik
Extrancting extreme aspects from time series with applications
Date: Friday, 18 October 2019, 3.00 p.m.
Guest lecture by Alexander Steinicke
Backward Stochastic Differential Equations beyond Lipschitz Data
Date: Thursday, 26 September 2019, 10.30 a.m.
Location: N.0.07, AAU
Guest lecture by Ralf Wunderlich
Stochastic Optimal Control Problems for an Energy Storage
Date: Tuesday, 3 September 2019, 10.00 a.m.
Location: N.0.07, AAU
Guest lecture by Katia Colaneri
A class of recursive optimal stopping problems with an application to stock trading.
Date: Wednesday, May 15, 2019, 10.00 a.m.
Location: N.2.01, AAU
Guest lecture by Gregor Kastner
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?
Date: Monday, 6 May 2019, 10.00 a.m.
Location: Z.1.08, AAU
Guest lecture by Andreas Neuenkirch
Mandelbrot-van Ness fractional Brownian motion depends smoothly on its Hurst parameter
Date: Wednesday, 9 January 2019, 10.00 a.m.
Location:  N.2.01, AAU
Guest lecture by Timo Welti
Why deep artificial neural networks overcome the curse of dimensionality in PDE approximation
Date: Wednesday, 28 November 2018, 11.15 a.m.
Location:  I.2.01, AAU