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International Research Training Group "Stochastic Analysis in Interaction" in Cooperation with Oxford


The International Research Training Group "Stochastic Analysis in Interaction" was approved by the German Research Foundation (DFG) on 8 November 2019 and endowed with 3.9 million euros for the next four and a half years. Speakers of the research group are Prof. Dr. Peter Bank from the TU Berlin and Prof. Dr. Terry Lyons from the University of Oxford. Methods of stochastic analysis have become indispensable in many areas of application. Their differential equations are used in physics in many ways, for example to model the microstructure of dynamically changing interfaces. In population genetics, stochastic interaction models are essential for the statistical analysis of evolutionary processes. Today, risks in the financial world are measured and hedged using the latest findings of stochastic analysis, and concepts of stochastic analysis have also proved extremely useful in the data sciences in recent years, for example for predicting critical complications in patients in intensive care units. "This wide range of applications is made possible by the mathematically rigorous foundation on which this theory is based and the further development of which holds equally exciting challenges, which are also the subject of the approved Research Training Group as basic research" ,says Prof. Dr. Peter Bank, Head of the Department of Financial Mathematics.

The Intrnational Research Training Group fits perfectly into the academic partnership between the University of Oxford and the Berlin universities in cooperation with the Charité, which began last year. In Berlin, the RTG will be anchored in the Berlin Mathematical School, the internationally recognized institution for doctoral training in mathematics. This makes it part of the Math+ Center of Excellence.

We congratulate them and wish them every success in their joint work!

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