Stochastik

Herzlich willkommen!

The research unit Stochastics focuses on the mathematical analysis of problems involving random components.

Usually, there are relations to models from statistical and/or quantum mechanics or otherwise to machine learning and/or Bayesian reasoning such as MCMC algorithms.

Research Focus

Stochastic processes including analysis of rare events
Analysis of models from statistical and quantum mechanics
stochastic simulation
random matrices and stochastic geometry

Overview

Team

Sie möchten auch Teil unseres Teams werden? Kontaktieren Sie uns!

Interested in becoming member of our team? Feel free to contact us!

Zu den Kontaktdaten

Teaching

Informationen zu Lehrveranstaltungen und weiteren Aktivitäten der AG Stochastik

Information concerning teaching activites of the probability theoy group

Research seminar

Publications

Die vollständige Liste aller Publikationen der AG Stochastik kann im Research Information System (RIS) eingesehen werden, folgend finden Sie eine Auswahl.

Complete List of publications can be found via the official Research Information System (RIS). Below a selection of our research is listed.

Recent publications

Recent Conferences and Talks

May 22 2025, Rossfest, a conference celebrating 70 years of Ross Pinsky, Talk by M. Kolb	Brownian motion with partial resetting conditioned to stay positive
February 12, 2025, Matehematisches Kolloquium, TU Darmstadt, Talk by M. Kolb	Inverse first passage time problems, free boundary value problems and associated particle systems
September 19./20.2024 Paderborn	Westfälische Stochastiktage 2024
August 19.-23. 2024, Bielefeld, conference, Organizer: M. Kolb and V. Wachtel	Stochastic processes under constraints
June 22, 2023 Oberseminar Stochastik, Universität Jena, Talk by M. Kolb	Brownian Entropic Repulsion: A tale told via examples
March 27 – 29, 2023 ICMS Sofia, Bulgaria	Recent Developments in Stochastic Processes
August 18./19. 2022 Paderborn	Westfälische Stochastiktage 2022
September 27. - October 3. 2020 MFO Oberwolfach	Workshop 2040b: Stochastic Processes under constraints