PhD Students:

• Dr. Bennet Ströh, Asymptotic Theory for Weakly Dependent Random Fields and Locally Stationary Continuous-Time Models, 4/18 - 9/21
• Dr. Johanna Vestweber (Research Training Group 1100),  Geometric ergodicity of multivariate stochastic volatility models, 3/13 - 11/17
• Dr. Antonia Mayerhofer, (Research Training Group 1100), Reduced basis methods for parabolic PDEs with parameter functions in high dimensions and applications in finance, jointly with Karsten Urban, 4/12-5/16
• Dr. Carla Mereu (Research Training Group 1100),  Utility maximization in incomplete markets in the presence of claims or random endowments, 10/11-4/15
• Dr. Florian Fuchs (DFG project), Spectral Analysis of High-Frequency Continuous-Time ARMA Models, jointly with Vicky Fasen,  11/10 - 3/13
• Dr. Oliver Pfaffel (TUM IAS/IGSSE PhD scholarship), Eigenvalues of Large Random Matrices with
  Dependent Entries and Strong Solutions of SDEs, jointly with Richard Davis, Columbia University), 12/09 - 11/12
• Dr. Martin Moser (TUM IAS/IGSSE PhD scholarship), Extremal Behavior of Multivariate Mixed Moving Average Processes and of Random Walks with Dependent Increments, 10/08 - 3/12
• Dr. Eckhard Schlemm (TUM IAS/IGSSE PhD scholarship), Estimation of Continuous-Time ARMA Models and Random Matrices with Dependent Entries, 10/08 - 9/11