Welcome to the IRTG Stochastic Models of Complex Processes!

We are a graduate programme funded by the German Research Council (DFG) from resources provided by the Federal Government and the Federal States of Germany, and the Swiss National Science Foundation (SNF) in Switzerland. The programme is realised in Berlin and Potsdam by the HU Berlin, the TU Berlin, the University of Potsdam, and the WIAS Berlin. In Zurich it is realised by the University of Zurich and the ETH Zurich.

This programme offers fellowships and opportunities for working on a Ph.D. thesis in the context of a structured graduate programme in various areas of probability theory and mathematical finance, such as

  • Financial mathematics
  • Stochastic analysis
  • Probabilistic models in physics and biology.


Our IRTG is also part of the Berlin Mathematical School and the Zurich Graduate School of Mathematics.


The funding period for this IRTG has ended in March 2011. This website is therefore no longer kept up-to-date. For current activities see: