Workgroup on Stochastic Differential Equations

Workgroup on Stochastic Differential Equations

Workgroup on Stochastic Differential Equations

Associate Prof. Mate Gerencser PhD

Associate Professor of Stochastic Differential Equations

Phone: +43 1 58801 10110 Call Mate Gerencser

Send email to Mate Gerencser

Research interests

Our interest is in stochastic differential equations, in finite (SDE) and infinite (SPDE) dimensions alike. We are interested in the analysis and the numerical approximation of solutions of such equations, incorporating techniques from stochastic analysis, rough paths, regularity structures, and regularisation by noise methods.

Postdocs

Projektass.in(FWF) Dr.in rer.nat. Helena Katharina Kremp MSc

Send email to Helena Katharina Kremp