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I am currently employed as a project assistant in the doc.funds doctoral school "Modeling - Analysis - Optimization of discrete, continuous, and stochastic systems" in the Department of Statistics at University of Klagenfurt. I am working on my PhD Thesis "Numerical approximation of stochastic differential equations" under the supervision of Michaela Szölgyenyi.
My research interests are:
- Stochastic differential equations
- McKean-Vlasov stochastic differential equations
- Numerical approximation methods
- Convergence rates and optimality
- Stochastic analysis
Department of Statistics
(Room N.0.04)
University of Klagenfurt
Universitätsstraße 65–67
9020 Klagenfurt am Wörthersee / Austria
University of Klagenfurt
Universitätsstraße 65–67
9020 Klagenfurt am Wörthersee / Austria