David Criens
David Criens
Contact: david.criens ( at ) stochastik.uni-freiburg.de
Contact: david.criens ( at ) stochastik.uni-freiburg.de
Welcome to my homepage.
I am Juniorprofessor for Mathematical Stochastics at the University of Freiburg. I obtained a Ph.D. from the TU Munich under the supervision of Noam Berger. My research interest lies in the fields of stochastic analysis, applications to mathematical analysis and mathematical finance. More specifically, I am interested in the following research topics:
Stochastic (partial) differential equations.
Theory of diffusion processes.
Nonlinear stochastic processes.
Nonlinear semigroups.
Stochastic control theory.
Viscosity theory of path-dependent nonlinear PDEs.
Propagation of chaos.
Martingale problem theory.