Photo credit: Anna Logue

Chair in Probability Theory

Prof. Dr. Leif Döring

Prof. Dr. Leif Döring

The research of the group focuses on the theoretical and statistical questions for stochastic processes, such as

  • Stochastic Differential Equations (with jumps)
  • Lévy Processes
  • Branching Processes
  • Self-Similar Markov Processes

These processes are central in the growth of probability theory during the past decades and have various applications in industry for instance in insurance and banking.

Teaching of the chair is focused on Analysis and Probability Theory. We regularly offer the lectures Analysis 1 and 2, Stochastik 1, WT 1 and WT2. Additionally, students can specialize with our advanced courses on Measure Theory, Lévy Processes, Stochastic Differential Equations, and probabilistic aspects of artificial intelligence such as Markov Decision Processes.

We are part of the Institute of Mathematics at the University of Mannheim where more groups are working on probability theory and applications in statistics, uncertainty quantification, finance, and numerics such as Prof Andreas Neuenkirch, Prof David Prömel, Prof Claudia Schillings, and Prof Martin Schlather. Jointly with colleagues from Mannheim and the University of Heidelberg we run the research training group „Statistical Modeling of Complex Systems and Processes“ funded by the German Research Foundation (DFG).

Team

For individual information on the members of the chair please check their profiles. If you are interested in writing a Bachelor's or Master's thesis supervised by a member of the team please contact them directly.

Research

Please check the research page for an overview of the research interests in the group. Typically, we study theoretical questions for stochastic processes but also study related real-world problems.

Teaching

The chair offers courses in the interplay of Analysis and pure and applied Probability Theory. Please check the course websites for information on current and future lectures and also for material of running lectures.