Teaching
SS 2021 Assistence: Probability Theory I WS 2020/21 Assistence: Stochastics
Programming course: Statistical Programming with R
SS 2020 Assistence: Stochastic Mass Transfer
Programming course: Statistical Programming with R
WS 2019/20 Assistence: Stochastic Analysis
SS 2018 Assistence: Stochatic for Teachers (in Bonn)
Publications
Preprints
- Shadow Martingales - A stochastic mass transport approach to the peacock problem
joint work with Martin Huesmann and Nicolas Juillet
- Instability of martingale optimal transport in dimension d ≥ 2
joint work with Nicolas Juillet
- Shadows and Barriers
joint work with Martin Huesmann
- Shadow Martingales - A stochastic mass transport approach to the peacock problem