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