Study programme
Classes
- Probability for Finance and Insurance +1NMFM408 | Faculty of Mathematics and Physics
- Differential Equations for ProbabilityNMTP462 | Faculty of Mathematics and Physics
- Applied Stochastic AnalysisNMTP533 | Faculty of Mathematics and Physics
- Advanced Theory of Stochastic Differential EquationsNMTP604 | Faculty of Mathematics and Physics
- Seminar on Probability for Ph.D. Students IINMTP614 | Faculty of Mathematics and Physics
Publications
- Parameter-dependent filtering of Gaussian processes in Hilbert spaces2023 | Faculty of Mathematics and Physics
- Stochastic integration with respect to fractional processes in Banach spaces2022 | Faculty of Mathematics and Physics
- Filtering of stochastic delayed differential equations in Hilbert spaces2021 | Faculty of Mathematics and Physics
- Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations2019 | Faculty of Mathematics and Physics
- Linear Stochastic Differential Equations Driven by Gauss-Volterra Processes and Related Linear-Quadratic Control Problems2019 | Faculty of Mathematics and Physics
- Filtering for fractional stochastic heat equation2019 | Faculty of Mathematics and Physics
- Stochastic Affine Evolution Equations with Multiplicative Fractional Noise2018 | Faculty of Mathematics and Physics
- Stochastic evolution equations with Volterra noise2017 | Faculty of Mathematics and Physics
- SEMILINEAR STOCHASTIC EQUATIONS WITH BILINEAR FRACTIONAL NOISE2016 | Faculty of Mathematics and Physics
- Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion2015 | Faculty of Mathematics and Physics
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