Projects

Shown are all currently funded projects. A list of completed projects (since 2008) can be found here .

 DFG Individual Grants Program
 Rough stochastic volatility
Project Head: Ch. Bayer, Friz, Peter
September 1, 2015 - August 31, 2017
ERC Consolidator GrantERC Consolidator Grant
 Geometric aspects in pathwise stochastic analysis and related topics (>> more)
Project Head: P. Friz
September 1, 2016 - August 31, 2021
FOR 1735: Structural Inference in Statistics: Adaptation and EfficiencyFOR 1735: Structural Inference in Statistics: Adaptation and Efficiency
 Multiple testing under unspecified dependency structure (>> more)
Project Head: V. Spokoiny, G. Blanchard (Universität Potsdam), T. Dickhaus (Universität Bremen)
April 1, 2012 - March 31, 2018
 Semiparametric structural analysis in regression estimation (>> more)
Project Head: V. Spokoiny, N. Neumeyer (Universität Hamburg)
April 1, 2012 - March 31, 2018
FOR 2402: Rough paths, stochastic partial differential equations and related topicsFOR 2402: Rough paths, stochastic partial differential equations and related topics
 Numerical analysis of rough PDEs (>> more)
Project Head: Ch. Bayer, J. G. M. Schoenmakers, R. Kruse
July 15, 2016 - July 14, 2019
IRTG 1792: High Dimensional Non Stationary Time SeriesIRTG 1792: High Dimensional Non Stationary Time Series
 A1: Structuring high-dimensional time series (>> more)
Project Head: V. Spokoiny
October 1, 2013 - September 30, 2017
Research Center MATHEON - Mathematics for Key TechnologiesResearch Center MATHEON - Mathematics for Key Technologies
 SE7: Optimizing strategies in energy and storage markets (>> more)
Project Head: J. G. M. Schoenmakers, V. Spokoiny
June 1, 2014 - May 31, 2017
 SE8: Stochastic methods for the analysis of lithium-ion batteries (>> more)
Project Head: W. Dreyer, P. Friz
June 1, 2014 - May 31, 2017