## 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

- 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

## 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

- 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

## 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

- 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

## 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

- 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

## 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

- 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

## 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

- Spin Systems and Phase Transitions, Benedikt Jahnel und Lorenzo Taggi, TU Berlin
- Branching Processes, Wen Sun, TU Berlin
- Large Deviations, Michiel Renger, TU Berlin