Shown are all currently funded projects. A list of completed projects (since 2008) can be found here
.
|
| | Geometric aspects in pathwise stochastic analysis and related topics (>> more)
Project Head: P. Friz
September 1, 2016 - August 31, 2022 |
|
|
| | Numerical analysis of rough PDEs (>> more)
Project Head: Ch. Bayer, J. G. M. Schoenmakers, R. Kruse
July 15, 2016 - February 28, 2023 |
|
|
| | Numerics for rough paths and SPDEs
Project Head: Ch. Bayer
April 1, 2020 - March 31, 2023 |
|
|
| | Optimal control in energy markets using rough analysis and deep networks (>> more)
Project Head: Ch. Bayer, P. Friz, J. G. M. Schoenmakers, V. Spokoiny
January 1, 2019 - March 31, 2025 |
| | Volatile Electricity Markets and Battery Storage: A Model-Based Approach for Optimal Control (>> more)
Project Head: Ch. Bayer, M. Landstorfer, Dörte Kreher
May 1, 2022 - March 31, 2025 |
| | 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 |
| | 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 |
|
|
| | Approximative Bayesian inference and model selection for stochastic differential equations (SDEs) (>> more)
Project Head: V. Spokoiny, M. Opper (TU Berlin), S. Reich (Universität Potsdam)
July 1, 2017 - June 30, 2025 |
|
