Shown are all completed projects (since 2008). A list of currently funded projects can be found here
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| Geometric aspects in pathwise stochastic analysis and related topics (>> more) Project Head: P. Friz September 1, 2016 - August 31, 2022 |
| Massive Sets of Heuristics (>> more) January 1, 2010 - December 31, 2011 |
| Rough path theory, differential equations and stochastic analysis Project Head: P. Friz September 1, 2010 - September 30, 2016 |
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| DFG Individual Grants Program |
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| Rough stochastic volatility (>> more) Project Head: Ch. Bayer, P. Friz September 1, 2015 - August 31, 2018 |
| Evaluation of hypotheses and development of a reference data system for the condition of forest ecosystems by means of long-term data from forest monitoring (SPO 668) Project Head: V. Spokoiny, W. Schröder July 1, 2007 - June 30, 2009 |
| Statistical inference methods for behavioral genetics and neuroeconomics (>> more) Project Head: D. Schunk (Johannes Gutenberg-Universität Mainz) January 1, 2014 - June 30, 2015 |
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| DNA methylation signatures as innovative biomarkers for the quantitative and qualitative analysis of immune cells (>> more) Project Head: K. Tabelow February 1, 2014 - May 31, 2016 |
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| ECONS: Evolving Complex Networks - Regional resource management under the conditions of environmental and demographic change Project Head: V. Spokoiny January 1, 2010 - December 31, 2012 |
| Multiplicity, model validation, and reproducibility in high-dimensional microarray data (>> more) Project Head: V. Spokoiny January 1, 2010 - December 31, 2012 |
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| Research and development projects |
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| Development, implementation, and calibration of multiple-curve interest rate models and evaluation of corresponding interest rate products Project Head: J. G. M. Schoenmakers March 1, 2015 - May 31, 2016 |
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| Adaptive Topological Data Analysis Project Head: V. Spokoiny August 1, 2018 - July 31, 2022 |
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| Rough path theory, differential equations and stochastic analysis Project Head: P. Friz September 1, 2010 - September 30, 2016 |
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| Geometric aspects in pathwise stochastic analysis and related topics (>> more) Project Head: P. Friz September 1, 2016 - August 31, 2022 |
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| 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 |
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| Numerical analysis of rough PDEs (>> more) Project Head: Ch. Bayer, J. G. M. Schoenmakers, R. Kruse July 15, 2016 - February 28, 2023 |
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| Structuring high-dimensional time series (>> more) Project Head: V. Spokoiny October 1, 2013 - May 30, 2022 |
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| Numerics for rough paths and SPDEs Project Head: Ch. Bayer April 1, 2020 - March 31, 2023 |
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| OT7: Model-based geometry reconstruction of quantum dots from TEM (>> more) Project Head: Th. Koprucki, K. Tabelow June 1, 2017 - December 31, 2018 |
| SE7: Optimizing strategies in energy and storage markets (>> more) Project Head: J. G. M. Schoenmakers, V. Spokoiny June 1, 2014 - May 31, 2017 |
| S17: Stochastic methods for the analysis of lithium-ion batteries (>> more) Project Head: P. Friz, J.-D. Deuschel June 1, 2017 - December 31, 2018 |
| SE22: Decisions in energy markets via deep learning and optimal control (>> more) Project Head: J. G. M. Schoenmakers, V. Spokoiny June 1, 2017 - December 31, 2018 |
| SE8: Stochastic methods for the analysis of lithium-ion batteries (>> more) Project Head: P. Friz June 1, 2014 - May 31, 2017 |
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| Random Alloy Fluctuations in Semiconductors (>> more) Project Head: Ch. Bayer, Th. Koprucki January 1 - December 31, 2021 |
| Analysis of brain signals by Bayesian Optimal Transport (>> more) Project Head: P. Dvurechensky, V. Spokoiny January 1, 2021 - December 31, 2022 |
| Stochastic and rough aspects in deep neural networks (>> more) Project Head: Ch. Bayer, P. Friz January 1, 2021 - December 31, 2022 |
| On robustness of deep neural networks (>> more) Project Head: Ch. Bayer, P. Friz January 1, 2019 - December 31, 2020 |
| Model-based geometry reconstruction from TEM images (>> more) Project Head: Th. Koprucki, K. Tabelow January 1, 2019 - December 31, 2021 |
| Quantitative tissue pressure imaging via PDE-informed assimilation of MR data (>> more) Project Head: A. Caiazzo, K. Tabelow, I. Sack (Charité) January 1, 2022 - December 31, 2023 |
| Optimal transport for imaging (>> more) Project Head: P. Dvurechensky, M. Hintermüller, V. Spokoiny January 1, 2019 - June 30, 2022 |
| Mathematical Framework for MR Poroelastography (>> more) Project Head: A. Caiazzo, K. Tabelow, I. Sack (Charité) January 1 - December 31, 2021 |
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| Image and signal processing in medicine and biosciences (>> more) Project Head: J. Polzehl, V. Spokoiny June 1, 2002 - May 31, 2014 |
| Statistical and numerical methods in modeling of financial derivatives and valuation of portfolio risk Project Head: J. G. M. Schoenmakers, V. Spokoiny June 1, 2002 - May 31, 2014 |
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| Structural Methods in Risk Modeling (>> more) Project Head: V. Spokoiny January 1, 2005 - December 31, 2016 |
| Structure-adaptive data analysis (>> more) Project Head: V. Spokoiny January 1, 2005 - December 31, 2012 |
| Calibration and pricing errors in risk management (>> more) October 1, 2007 - December 31, 2012 |
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