Professur fŘr Wahrscheinlichkeitstheorie

Doktoranden / PhD Students

Mathematics Genealogy Project

Name & Projekttitel/Topic Grad/Degree Jahr/Year first position after graduation
Franziska KŘhn
Probability and Heat Kernel Estimates for LÚvy(-Type) Processes
Dr. rer. nat. 2016 TU Dresden
Julian Hollender
LÚvy-Type Processes under Uncertainty and Related Nonlocal Equations
Dr. rer. nat. 2016 Mc Kinsey
Michael Schwarzenberger
Affine Processes and Pseudo-Differential Operators with Unbounded Coefficients
Dr. rer. nat. 2016 TU Dresden
Katharina Fischer
Equilibria in Quitting Games and Software for the Analysis
Dr. rer. nat. 2013 TU Dresden
Felix Lindner
Approximation and Regularity of Stochastic Partial Differential Equations
Dr. rer. nat. 2011 TU Kaiserslautern
Alexander Schnurr
The Symbol of a Markov Semimartingale
Dr. rer. nat. 2009 U Dortmund

Betreute Abschlu▀arbeiten / Final Year Theses

Projekttitel/Topic Grad/Degree Jahr/Year first position after graduation
The Bismut-Elworthy-Li Formula and Gradient Estimates for Stochastic Differential Equations
(Robert Baumgarth)
Dipl.-Math. 2015 PhD Uni Luxemburg
A general version of the fundamental theorem of asset pricing
(Stefan Heilig)
Dipl.-Math 2015
On the Doob-Meyer and Bichteler-Dellacherie Theorems
(Sebastian Blank)
Dipl-Math 2014 Deutsche Bank (Frankfurt)
Risk Measures
(Robin Kretschmar)
Dipl-Math 2014 Siemens Financial Services (MŘnchen)
Large Deviations for LÚvy(-Type) Processes
(Franziska KŘhn)
Dipl-Math 2014 PhD (TU Dresden)
Tanaka's formula and local times for Brownian motion and semimartingales
(Tim Wuttig)
Dipl-Math 2014 Ernst & Young (NŘrnberg)
Weak and strong solutions of stochastic differential equations driven by a LÚvy Process
(Johannes Huhn)
Dipl-Math 2014 PricewaterhouseCoopers (Berlin)
Numerical Approximation of LÚvy SDEs
(Timo Jńschen)
Dipl-Math 2013 KPMG Frankfurt
Affine Processes and Application in the Heston Stochastic Volatility Model
(Tony Klein)
Dipl-Math 2013 PhD (Business School, TU Dresden)
Transformation von empirischen Korrelationsmatrizen in positiv semidefinite Korrelationsmatrizen
(Anna-Maria Scholze)
Dipl-Math 2013
Superhedging of American and European claims in a discrete time setting
(Juliana Wendt)
Dipl-Math 2013 Swiss Re
L÷sung der Black-Scholes Gleichung mit Hilfe der Greenschen Funktionen
(Marion Kelpin)
Dipl-Math 2013 Sparkassen-Versicherung Sachsen
Martingale Convergence to infinitely divisible laws with finite variances and their mixtures
(Viktoria Schmidtgeisler)
Dipl-Math 2013 National Instruments (Dresden)
Marcus Stochastic Differential Equations
(Laura Priekule)
Dipl-Math 2013  PhD (Uni MŘnster)
Die verallgemeinerte Dynkinformel und Anwendungen
(Katrin M÷ller)
Dipl-Math 2013 Deutsche Bundesbank
The LÚvy-Khinchine Formula
(Michaela Duricovß)
Dipl-Math 2012 Munich Re
Existenzaussagen zu Gleichgewichten in One-Shot-Games
(Christian Lossack)
Dipl-Math 2012 Sńchsische Aufbaubank
(Risikomanagement)
Bewertung von amerikanischen Optionen durch Simulationstechniken
(Daniel Kretschmer)
Dipl-Math 2012 Allianz PKV (MŘnchen)
Theoretical and practical aspects of thenumerical solution of stochastic differential equations
(Martin Zinner)
Dipl-Math 2012 KPMG Frankfurt
Fractal random geometry
(Julian Hollender)
Dipl-Math 2012 PhD (TU Dresden)
Multifractional Processes
(Xaver Jost)
Dipl-Math 2012 Deloitte Berlin (Risikomanagement)
Additive Prozesse und einige Pfadeigenschaften
(Weijun Yu)
Dipl-Math 2011 PhD (TU Chemnitz)
Representation of Martingales with Jumps and Application to Mathematical Finance
(Ludwig Schnitter)
Dipl-Math 2011 Commerzbank (Risikomanagement)
Normal approximation of the small jumps of LÚvy processes
(Matthias Liermann)
Dipl-Math 2011 Oliver Wyman,Frankfurt
Coherent risk measures
(Alexander Enke)
Dipl-Math 2011 Freitag& Co Investment Banking
Gaugeability and conditional gaugeability with applications
(Eik Fritzsche)
Dipl-Math 2011 SAP
Ruinwahrscheinlichkeiten
(Mareen Mudry)
Dipl-Math 2011 Robotron
LÚvy Insurance Risk Model and Taxation
(Melanie Tinz)
Dipl-Math 2010 SAP
Spektraldarstellungen von MCARMA Prozessen
(Florian BŘttner)
Dipl-Math 2010 HUK-Coburg
Limit Theorems for Continuous Time Random Walks
(AndrÚ SŘ▀)
Dipl-Math 2009 PhD(U Barcelona)
Affine processes and their symbols
(S÷ren Kretschmar)
Dipl-Math 2009 Deutsche Bank
Portfolio theory with jump processes
(Marco Barchmann)
Dipl-Math 2009 Deutsche Bank
Multifraktale Analysis von LÚvy Prozessen
(Simon G÷bel - Co-supervisor S. Dahlke, Marburg)
Dipl-Math 2009 Gymnasiallehrer
Lokale Regularitńtsabschńtzungen mittels stetiger Wavelet-Transformationen)
(Simon Wiesler - Co-supervisor S. Dahlke, Marburg)
Dipl-Math 2008 PhD (RWTH Aachen)
Multiparameter-Prozesse
(Felix Lindner)
Dipl-Math 2007 PhD (TU Dresden)
LÚvy copulas and LÚvy processes
(Ibrahim Kara)
Dipl-WiMath 2007 no information
Stochastische Prozesse auf selbstńhnlichen Mengen
(Christine Licht)
Dipl-Math 2007 PhD (U Bamberg)
Die gebrochene Brownsche Bewegung und ihre Verbindung zum fractional calculus
(Arno Weiershńuser)
Dipl-Math 2007 PhD(U Konstanz)
p-Variation von Markov-Prozessen
(Katharina Ise)
Dipl-Math 2007 WestLB
Martingales BSc 2003
Fourier Analytic Techniques in Probability Theory BSc 2003
Convergence of Fourier Series MMath 2002/2003
LÚvy Processes MSc 2001/2002
Harmonic Functions BSc 2002
Option Pricing (continuous model) BSc 2002
Option Princing (discrete model) BSc 2002
Option Princing (discrete model) BSc 2002
Option Pricing MMath 2001
Random Walks and Electrical Networks BSc 1999/2000

Stand:
Autor: RenÚ Schilling