Sascha Gaudlitz

I’m a PhD Student in the Berlin-Oxford IRTG 2544 “Stochastic Analysis in Interaction” supervised by Markus Reiß. My research interests include mathematical statistics and stochastic analysis, in particular I’m focused on

Statistical Inference for Stochastic Partial Differential Equations (SPDEs),
Financial Modelling using SPDEs
Score-based generative modelling

I am regularly organising reading group on varyious topics in mathematical statistics and machine learning. Get in touch if you want to join!

Outside of academics I enjoy playing badminton, representing SG EBT Berlin competitively.

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Recent academic projects that I’m passionate about.