## Marie Curie ITN## Deterministic and Stochastic Controlled Systems and Applications## JENA TEAM |

Composition of our team

Hans-Jürgen Engelbert | Professor, Institut of Stochastics, Faculty of Mathematics and Computer Science, FSU Jena, Person-in-charge of the Jena team |

Ilya Pavlyukevich | Professor, Institute of Stochastics, Faculty of Mathematics and Computer Science, FSU Jena |

Martina Zähle | Professor, Institute of Mathematics, Faculty of Mathematics and Computer Science, FSU Jena |

Stefan Blei | Assistant Lecturer and Project Manager, Institute of Stochastics, Faculty of Mathematics and Computer Science, FSU Jena |

Michael Hinz | Assistant Professor, Institute of Mathematics, Faculty of Mathematics and Computer Science, FSU Jena |

Jochen Wolf | Professor, Department of Mathematics and Technology, University of Applied Sciences Koblenz-Remagen |

Uta Freiberg | Assistant Professor, Institute of Stochastics, Faculty of Mathematics, University Siegen |

The collective and individual expertise of our team covers the following research areas of our Initial Training Network, namely:

- Stochastic differential equations (SDE), backward stochastic differential equations (BSDE), Lévy processes, viability problems, Dirichlet processes; applications to financial Mathematics (H.-J. Engelbert)
- Stochastic Differential Equations, Large Deviations, Stochastic Resonance, Stable Lévy processes, Applications to Physics (I. Pavlyukevich)
- Stochastic partial differential equations (SPDE), stochastic differential equations (SDE), fractal processes and fractional calculus, in particular, fractal Brownian motion and (fractal) Lévy processes, applications to transport in porous media (M. Zähle)
- Stochastic differential equations (SDE) with singular drift, exponentials of strong Markov continuous local martingales (S. Blei)
- Stochastic partial differential equations (SPDE), Markov jump processes on metric spaces, Dirichlet forms, potential theory, properties of sample paths (M. Hinz)
- Stochastic differential equations (SDE) and Dirichlet processes, enlargement of filtrations and applications to financial Mathematics, actuarial mathematics and risk theory, in particular, stochastic models in life insurance and valuation of insurance liabilities in incomplete markets (J. Wolf)
- Stable processes, certain classes of (fractal) Lévy processes, approximation of Markov jump processes on fractals, application to transport in porous media (U. Freiberg)

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