Research output per year
Research output per year
Dr
EH14 4AS
United Kingdom
Research activity per year
Research Interests
My research interests are in a broad range of areas related to the analysis of stochastic systems and their applications. It is characteristic for my research that it often bridges different mathematical fields. My current work focuses on the development of novel methods for solving stochastic differential equations around the following related themes:
PhD Supervision
I am always interested in hearing from possible PhD applicants. Please feel free to email me as a first step in your application if you are interested in pursuing PhD studies with me.
Before I joined Heriot-Watt University, I worked in front-office risk management in the financial services industry, and I have held academic positions at the University of Hamburg and the University of Karlsruhe. I obtained my PhD at the University of Karlsruhe, Germany.
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Research output: Chapter in Book/Report/Conference proceeding › Chapter
Research output: Contribution to journal › Article › peer-review