Probability & Statistics Group Heidelberg-Mannheim

Heidelberg University, Institute of Applied Mathematics

  • mathematical statistics, in particular time series analysis
  • graphical models with applications in finance and neuro science

Address: INF 205, Room 4/225
E-mail: dahlhaus(at)statlab.uni-heidelberg.de
Telephone: +49 6221 54 14170

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University of Mannheim, Institute of Mathematics

  • SDEs (with jumps)
  • Lévy processes
  • branching processes
  • self-similar Markov processes

Address: B6, 26, B 3.02
E-mail: doering(at)uni-mannheim.de
Telephone: +49 621 181 2437
 

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Heidelberg University, Institute of Applied Mathematics

  • statistical ill-posed inverse problems
  • spatio-temporal models
  • nonparametric and semiparametric inference
  • adaptive estimation
  • nonparametric Bayesian inference

Address: INF 205, Room 4/402
E-mail: johannes(at)math.uni-heidelberg.de 
Telephone: +49 6221 54 14190

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Heidelberg University, Institute of Applied Mathematics

  • mathematical statistics and econometrics
  • in particular non- and semiparametrics
  • time series analysis
  • high-dimensional regression models
  • structured nonparametric models, with applications in finance and microeconometrics

Address: INF 205, Room 4/400
Email: mammen@math.uni-heidelberg.de 
Telephone: +49-6221-54-14180

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School of Business Informatics and Mathematics, Institute of Mathematics.
Research areas:

  • Numerical Methods for Stochastic Processes,
  • Monte Carlo methods,
  • Information Based Complexity,
  • Stochastic Analysis

Address: B6, 26, B 2.15
E-mail: neuenkirch(at)math.uni-mannheim.de
Telephone: +49 621 181 2454

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University of Mannheim, Institute of Mathematics

Research areas:

  • martingale optimal transport
  • model-free financial mathematics
  • rough path and regularity structures
  • stochastic (partial) differential equations


Address: B6, 26, B 4.02
E-mail: proemel(at)uni-mannheim.de

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University of Mannheim, Institute of Mathematics

  • nonlinear optimization
  • (statistical) inverse problems
  • uncertainty quantification

Address:
E-Mail: c.schillings(at)uni-mannheim.de
Telephone: +49 621 181 2545

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University of Mannheim, Institute of Mathematics

  • mathematical statistics, in particular: extreme value theory
  • geostatistics and stochastic geometry with applications in ecology
  • finance
  • forestry
  • genetics and marketing

Address: B6, 26, B 3.15
E-mail: schlather(at)math.uni-mannheim.de
Telephone: +49 621 181 2552

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