Universität Duisburg-Essen
Campus Duisburg
Fakultät für Mathematik
Forschungsgebiet Mathematische Informatik
Address
Forsthausweg 2
47057 Duisburg
Deutschland
GERiT
This institution in GERiT
47057 Duisburg
Projects
Priority Programmes
Completed projects
Solving optimal stopping problems and reflected backward stochastic differential equations by convex optimization and penalization
(Applicants
Belomestny, Denis
;
Bender, Christian
)
Research Grants
Current projects
Recursive and sparse approximation in reinforcement learning with applications
(Applicants
Bayer, Christian
;
Belomestny, Denis
;
Spokoiny, Vladimir
)
Completed projects
Bayesian inference for generalised tempered stable Levy processes.
(Applicant
Belomestny, Denis
)
High-dimensional statistics for point and jump processes
(Applicant
Trabs, Mathias
)
Simulation and Estimation of General Tempered Lévy Distributions
(Applicant
Massing, Till
)
Collaborative Research Centres
Current projects
K-Theory, Polylogarithms and Regulators
(Project Heads
Ertl-Bleimhofer, Veronika
;
Kings, Guido
;
Sprang, Johannes
;
Tamme, Georg
)
Completed projects
Calibration and Pricing errors in Risk management
(Project Head
Belomestny, Denis
)
Calibration errors in risk management
(Project Head
Belomestny, Denis
)
Statistical inference for complex dynamical models in empirical finance
(Project Heads
Belomestny, Denis
;
Woerner, Jeannette H. C.
)
Statistical modeling of high-resolution spectro-temporal audio data in hearing aids
(Project Heads
Belomestny, Denis
;
Martin, Rainer
;
Weihs, Claus
)
Research Training Groups
Current projects
GRK 2553: Symmetries and classifying spaces: analytic, arithmetic and derived
(Spokesperson
Heinloth, Jochen
)
