The Institute of Mathematical Stochastics focuses on the analysis of complex stochastic systems frequently seen in numerous fields of the natural and social sciences.
Professorships and Research Interests:
- Gerold Alsmeyer (Renewal theory, Branching processes)
- Steffen Dereich (Complex networks, Stochastic processes)
- Martin Huesmann
- Zakhar Kabluchko (Stochastic processes, Random polynomials, Extreme value theory)
- Matthias Löwe (Statistical mechanics, Random matrix theory)
- Chiranjib Mukherjee (Large deviations, SPDE's, Directed polymers, Statistical mechanics)
- Volkert Paulsen (Financial Mathematics)
Currently, the Institut of Mathematical Stochastics engages in the C5 and C6 project of the SFBs "Groups, geometry & actions" as well as in the DFG-project "Extraction of quantifiable informations from complex systems". Moreover, the Institute takes active part in the CENOS and DEMAIN Centres of the WWU Münster.