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.


Recent academic projects that I’m passionate about.

A short CV.

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