DFG Collaborative Research Centers
| CRC/TRR 388: Rough Analysis, Stochastic Dynamics and Related Fields | |
| Optimal Transport Meets Rough Analysis Project Head: P. Friz, M. Liero October 1, 2024 - June 30, 2028 | |
| Statistical learning from path observations Project Head: Ch. Bayer, M. Reiss (HU Berlin) October 1, 2024 - September 30, 2028 | |
| Microstructural foundations of rough volatility models Project Head: Ch. Bayer, U. Horst (HU Berlin) October 1, 2024 - June 30, 2028 | |
| Signature methods for optimal control in finance Project Head: Ch. Bayer, P. Bank (TU Berlin) October 1, 2024 - June 30, 2028 | |
| Bayesian inference and mean field approximation for nonlinear (S)PDE Project Head: V. Spokoiny, S. Wang (HU Berlin) October 1, 2024 - June 30, 2028 | |