Prof. Johanna Ziegel, ETH Zurich, Switzerland.
Assoc. Prof. Joachim Lebovits, University Paris 13, France.
Assoc. Prof. Bezirgen Veliyev, Aarhus University, Denmark.
Assoc. Prof. Orimar Sauri, Aalborg University, Denmark.
Assoc. Prof. Johannes Heiny, University of Stockholm, Sweden.
Assoc. Prof. Stepan Mazur, Orebro University, Sweden.
Ass. Prof. Vytaute Pilipauskaite, Aalborg University, Denmark.
Dr. Mikkel Slot Nielsen, Aarhus, Denmark.
Ass. Prof. Dmytro Marushkevych, UNSW Sydney, Australia.
Dr. Gabriela Ciolek, Paris, France.
Ass. Prof. Chiara Amorino, Pompeu Fabra, Barcelona.
Ass. Prof. Wangjun Yuan, Southern University of Science and Technology, Shenzhen.
Prof. Dr. Mathias Vetter, Ph.D. thesis: ”Estimation methods in noisy diffusion models”.
Prof. Dr. Silja Kinnebrock, Ph.D. thesis: ”Asymptotic results for semimartingales and related processes with econometric applications”.
Prof. Dr. Daniel Ziggel, Ph.D. thesis: ”Modellierung von Wertpapierverläufen. Neue Test- und Schätzverfahren für Hochfrequenzdaten”.
Dr. Tony Huschto, Ph.D. thesis: ”Numerical methods for random parameter optimal control and the optimal control of stochastic differential equations”.
Dr. Christian Schmidt, Ph.D. thesis: ”U- and V-statistics of Ito semimartingales”.
Dr. Nopporn Thamrongrat, Ph.D. thesis: ”Stable convergence in statistical inference and numerical approximation of stochastic processes”.
Dr. Claudio Heinrich, Ph.D. thesis: ”Fine scale properties of ambit fields - limit theory and simulation”.
Dr. Dmitry Otryakhin, Ph.D. thesis: ”Estimation and numerical simulation of the linear fractional stable motion and related processes”.
Dr. Mathias Ljungdahl, Ph.D. thesis: ”Heavy-tailed L´evy-driven moving averages”.
Dr. Anine Eg Bolko, Ph.D. thesis: ”Modelling and forecasting fractional volatility”.
Dr. Shi-Yuan Zhou, Ph.D. thesis: ”Non-parametric inference for stochastic particle systems”.
Dr. Nicolas Lengert, Ph.D. thesis: ”Limit theorems for high-frequency data: from semimartingales to ambit fields”.