Startseite // Forschung // FSTC // Mathematics... // Research Areas // Probability Theory and its Applications, Mathematical Finance

Probability Theory and its Applications, Mathematical Finance

The topics in this research area lie at the intersection of several branches of modern probability theory, namely: stochastic analysis on manifolds, geometry of stochastic differential equations, functional inequalities, combinatorics, limit theorems, non-commutative probability and stochastic geometry. Various applications to finance, physics and statistics are actively developed.