Summer semester 2024
- Introduction to Mathematical Finance, Peter Bank, TU Berlin
- Probability Theory III, Peter Friz, TU Berlin
- Markov Processes, Maite Wilke Berenguer, HU Berlin
- Mathematics for Reinforcement Learning and Mean Field Games, Dirk Becherer, HU Berlin
- Mathematical Finance II, Dörte Kreher, HU Berlin
- Stochastics in action, Ana Djurdjevac, FU Berlin
In addition to the above courses offered by IRTG faculty, the following courses may also be of interest:
- Multilevel Methods, Reinhard Nabben, TU Berlin
- Stochastic Processes and Reaction Rate Theory, Luca Donati & Marcus Weber, FU Berlin
- Gibbs Measures in Statistical Mechanics, Alexander Zass, TU Berlin
- Uncertainty Quantification and Inverse Problems, Claudia Schillings, FU Berlin
Advanced courses in Mathematics in general can be found on the course pages of the Berlin Mathematical School.
Winter semester 2023/2024
- Universality in Probability Theory, Nicolas Perkowski, FU Berlin
- Stochastic Partial Differential Equations, Markus Reiß, HU Berlin
- Rough Stochastic Differential Equations, Peter Friz, TU Berlin
- Stochastic Partial Differential Equations, Wilhelm Stannat, TU Berlin
- Stochastic Models, Jean-Dominique Deuschel, TU Berlin
In addition to the above courses offered by IRTG faculty, the following courses may also be of interest:
- Probability Theory IV – Stochastic Processes III, Matthias Hammer, TU Berlin
- Stochastical Processes in Neuroscience, Tilo Schwalger, TU Berlin
- Stochastic and Diffusive Processes, Luca Donati, FU Berlin
Advanced courses in Mathematics in general can be found on the course pages of the Berlin Mathematical School.
Summer semester 2023
- Stochastics in Action, Ana Djurdjevac & Nicolas Perkowski, FU Berlin
- Malliavin calculus and applications, Nicolas Perkowski, FU Berlin
- Stochastic financial mathematics II, Paul Hager & Dörte Kreher, HU Berlin
- Finance Mathematics II, Peter Bank, TU Berlin
- Stochastic filter theory, Wilhelm Stannat, TU Berlin
- Gaussian free field, Jean-Dominique Deuschel, TU Berlin
In addition to the above courses offered by IRTG faculty, the following courses may also be of interest:
- Models of biological networks, Tilo Schwalger, TU Berlin
- Seminar on stochastics, Immanuel Zachhuber, FU Berlin
- Interest rate modelling and derivative pricing, Schlenkrich, HU Berlin
Advanced courses in Mathematics in general can be found on the course pages of the Berlin Mathematical School.
Winter semester 2022/2023
- Chapters of Statistics and Stochastics, Markus Reiß, HU Berlin
- Stochastics III, Nicolas Perkowski, FU Berlin
- Stochastical Models, Jean-Dominique Deuschel, TU Berlin
- Stochastic Control Theory, Ulrich Horst, HU Berlin
- Finance Mathematics I, Peter Bank, TU Berlin
- Probability Theory II, Christoph Belak, TU Berlin
In addition to the above courses offered by IRTG faculty, the following courses may also be of interest:
- Statistics of Stochastic Processes, Gregor Pasemann, HU Berlin
- Stochastics IV – Stochastics and Diffusive Proccesses: Theory and numerical applications, Luca Donati, FU Berlin
- Stochastical Processes in Neuroscience, Tilo Schwalger, TU Berlin
Advanced courses in Mathematics in general can be found on the course pages of the Berlin Mathematical School.
Summer semester 2022
- Probabilistic Methods in Telecommunication, Wolfgang König, TU Berlin
- Malliavin Calculus, Wilhelm Stannat, TU Berlin
- Financial Mathematics II, Peter Bank, TU Berlin
- Mathematical Statistics, Markus Reiß, HU Berlin
- Stochastische Analysis, Ulrich Horst, HU Berlin
- Nicht-kooperative Spieltheorie, Ulrich Horst, HU Berlin
- Mathematics for machine and reinforcing learning and Markov decision processes, Dirk Becherer, HU Berlin
- SPDEs: Classical and New, Nicolas Perkowski, FU Berlin
- Interacting particles and (stochastic) PDEs, Nicolas Perkowski, FU Berlin
In addition to the above courses offered by IRTG faculty, the following courses may also be of interest:
- High-dimensional probability, Péter Koltai, FU Berlin
- Continuous Time Finance, Paul Hager, HU Berlin
- The Gaussian free field: probabilistic and algebraic aspects, Guillaume Baverez, HU Berlin
- Branching Processes, Wei Xu, HU Berlin
- Interest rate modelling and derivative pricing, Sebastian Schlenkrich, HU Berlin
Advanced courses in Mathematics in general can be found on the course pages of the Berlin Mathematical School.
Winter semester 2021/2022
- Stochastic Filtering (Seminar), Nicolas Perkowski & Peter Koltai, FU Berlin
- In-depth Stochastic Analysis, Dirk Becherer, HU Berlin
- Selected chapters of stochastic analysis (Seminar), Dirk Becherer, HU Berlin
- Stochastic Models, Jean-Dominique Deuschel, TU Berlin
- Large Deviations (Seminar), Jean-Dominique Deuschel, TU Berlin
- Machine Learning with Financial Applications, Christoph Belak, TU Berlin
- Reinforcement Learning (Seminar), Christoph Belak, TU Berlin
- Stochastic Partial Differential Equations, Wilhelm Stannat, TU Berlin
- Stochastic Models in Neuroscience, Wilhelm Stannat & Tilo Schwalger, TU Berlin
In addition to the above courses offered by IRTG faculty, the following courses may also be of interest:
- Markov Processes, Maite Wilke Berenguer, HU Berlin
- Special lecture in numerical analysis/stochastics, Ana Djurdjevac, FU Berlin
- Levy Processes, Wei Xu, HU Berlin
- Stochastic Models in Neuroscience (Seminar), Tilo Schwalger, TU Berlin
- Probability Theory IV, Matthias Hammer, TU Berlin
Advanced courses in Mathematics in general can be found on the course pages of the Berlin Mathematical School.
Summer semester 2021
- Stochastic Processes in Evolution, Jochen Blath, TU Berlin
- Stochastic Filter Theory, Wilhelm Stannat, TU Berlin
- Financial Mathematics II, Christoph Belak, TU Berlin
- Stochastic Partial Differential Equations (Seminar), Wilhelm Stannat, TU Berlin
- Computational Finance, Christian Bayer, WIAS
- Stochastic Processes (Seminar), Jean-Dominique Deuschel, TU Berlin
In addition to the above courses offered by IRTG faculty, the following courses may also be of interest:
- Particle Systems emerging from Population Genetics, Maite Wilke Berenguer, HU Berlin
- Stochastic Models in Neurosciences (Seminar), Tilo Schwalger, TU Berlin
- Random Dynamical Systems, Maximilian Engel, FU Berlin
- Stochastics IV: Stochastic Homogenisation, Ana Djurdjevac, FU Berlin
Advanced courses in Mathematics in general can be found on the course pages of the Berlin Mathematical School.
Winter semester 2020/2021
- Stochastic Processes and Their Applications (Seminar), Jochen Blath, TU Berlin
- Stochastic Filtering II, Wilhelm Stannat, TU Berlin
- Stochastic Processes in Neuroscience, Wilhelm Stannat & Tilo Schwalger, TU Berlin
- Probability Theory III, Nicolas Perkowski, FU Berlin
- Stochastic Models, Jean-Dominique Deuschel, TU Berlin
- Stochastic Control Theory, Ulrich Horst, HU Berlin
In addition to the above courses offered by IRTG faculty, the following courses may also be of interest:
- Stochastic Partial Differential Equations, Wei Xu, HU Berlin
- Interest Rate Modelling and Derivative Pricing, Sebastian Schlenkrich, HU Berlin
- Statistics of Stochastic Processes, Jakob Söhl, HU Berlin
- Stochastic Foundations of Machine Learning, Sebastian Riedel, TU Berlin
- Actuarial Mathematics, Michael Scheutzow, TU Berlin
- Stochastic Processes in Liquids, Felix Höfling, FU Berlin
Advanced courses in Mathematics in general can be found on the course pages of the Berlin Mathematical School.
Summer semester 2020
- Stochastic Processes in Evolution, Jochen Blath, TU Berlin
- Stochastic Filter Theory, Wilhelm Stannat, TU Berlin
- Probability III (Stochastic Analysis), Wilhelm Stannat, TU Berlin
- Continuous-time Finance
- Dirk Becherer, HU Berlin
- Peter Bank and Christoph Belak, TU Berlin
- Stochastic PDEs: Classical and New, Nicolas Perkowski, FU Berlin
- Game Theory, Ulrich Horst, HU Berlin
In addition to the above courses offered by IRTG faculty, the following courses may also be of interest:
- Spin Systems and Phase Transitions, Benedikt Jahnel und Lorenzo Taggi, TU Berlin
- Branching Processes, Wen Sun, TU Berlin
- Large Deviations, Michiel Renger, TU Berlin